The initial advertising campaign for Captivity featured a multi-paneled poster. The first panel was labeled "Abduction," featuring actress Elisha Cuthbert appearing petrified, her mouth covered by a black gloved hand. The second panel was labeled "Confinement" and showed Cuthbert behind a chain-link fence with a bloody thumb poking through. The third was labeled "Torture" and featured Cuthbert on her back, her face hidden within a white cast and red tubes going up her nose. The fourth panel was labeled "Termination" and featured what appeared to be a limp body hanging over a table. The poster was placed on several billboards across Los Angeles, causing a significant uproar and resulting in many complaints. Distributor Lionsgate - who were not involved in the film's advertising campaign and claimed to know nothing of the poster in question before the posters were distributed - and producer After Dark Films ultimately decided to remove the controversial poster from the advertising campaign and took the billboards down.
A great part of the film was filmed in Russia, where nearly all the crew spoke only Russian. Elisha Cuthbert says that only a handful of the cast were there from America, and formed a tight-knit group since they spoke no Russian
The film was heavily re-shot to turn it from a thriller to a torture/horror film. This is extremely evident in Elisha Cuthbert's hairstyle. It changes throughout the movie. In the first shoot her hair was more of a shag style, while in the re-shoot it is all one length. Her hair often changes in the middle of scenes (e.g. running from one room with a shag style but entering the next room with different hairstyle.)