Oksana Akinshina and director Lukas Moodysson had to communicate through an interpreter because at that time Oksana didn't speak neither English nor Swedish.
Based primarily on the real life of Dangoule Rasalaite, who ended up in Sweden after her mother took off and went to America. The film follows the events of Dangoule's life pretty closely, with the main exception of the boy Volodja who is entirely fictional.
The assistant director, Alexandra Dahlström, can be seen on a balcony when Lilja is writing "Lilja 4-ever" on the bench.
The town in which Lilja lives, is in real life called Paldiski and is located in Estonia, not far from the capital Tallinn. The submarine base has now been destroyed.
The money shown in the movie is the currency of Estonia (100 crown bills). Some scenes are indeed taken in Paldiski, but many are in Tallinn also - in Kopli and Lasnamäe (parts of Tallinn).