Because it was filmed in Britain, Woody Allen had to have a certain percentage of British cast and crew. Apparently he made his quota before casting Kate Winslet. After she backed out to spend more time with her family, Allen cast American Scarlett Johansson.
The haunting recording used several times in the soundtrack, including over the opening and closing credits, is the Enrico Caruso 78 rpm of "Una furtiva lagrima" ("A furtive tear"), from Gaetano Donizetti's opera "L'Elisir d'Amore" ("The Elixir of Love").
In joke: Chris Wilton (Jonathan Rhys Meyers) responds to a generosity by saying, "Thank you. Thank you very much." This exact phrase is often associated with Elvis Presley, whom Meyers played in Elvis.
The other song frequently played is 'Romance de Nadir', from Bizet's 'Les pĂȘcheurs de perles', in which one of the pearl fishers dreams about his forbidden love.
The trivia items below may give away important plot points.
Chris is shown reading 'Crime and Punishment', by Fyodor Dostoevsky. Later on, when talking to Mrs. Eastby's ghost, he refers to the book, by saying that sometimes it is necessary to sacrifice the innocent in order to succeed.
The reference to 'Crime and Punishment' is continued, as the escape, after the double-murder is almost a step-by-step recounting of Raskolnikov's escape from his double-murder. The major difference being that the older woman was Raskolnikov's target, and the younger woman was collateral damage. In the movie, it's the other way around, but staged to look the other way.