The trick of the Orange Tree was made famous by a 19th Century French magician named Robert-Houdin. It was from Robert-Houdin that another magician, Ehrich Weiss, came up with the stage name "Houdini." This trick is first mentioned in old Indian manuscript as an illusion by Faux. Analogical trick was also performed by Pinetti, an 18th Century magician, but instead of oranges, he used lemons. Houdini was the first one to use real fruits.
So that the crew would not have to use CGI to "fake" the magical illusions seen in the movie, Norton received intensive training in sleight of hand and other stage magic techniques from British magician James Freedman and American magician Ricky Jay.
Although the story is fictional, some of the details are based on the life of Austrian Crown Prince Rudolf, only son of Emperor Franz Josef. The painting of the emperor which Eisenheim creates is an actual portrait of Franz Josef. The bodies of Rudolf and his mistress, the Baroness Mary Vetsera, were found at his hunting lodge Mayerling on January 30, 1889 in what is now known as the "Mayerling Incident". This was initially covered up by the Imperial Family, creating controversy and mystery.
The method for creating the ghosts as shown to inspector Uhl involved the projection of a pre-recorded image into a hazy background. Since the ghosts Eisenheim conjured could speak to and interact with the audience, he most likely used a different method popular among magicians at that time. A fantascope was used to illuminate a real person off stage. The image was reflected off of a mirror or glassplate, creating a ghosted image. The lanterns that Eisenheim tells his assistants to leave behind when they are packing up the workshop bear a strong resemblance to fantascopes.
The character of Eisenheim is closely based on the magician and supposed clairvoyant Erik Jan Hanussen, who was famous in Vienna in the early part of the 20th century and was murdered by Nazi soldiers in 1933.
The character Prince Leopold says during a performance of Eisenheim at the palace: "He tries to trick you ... I try to enlighten you. Which is the more noble pursuit?" This reference is to a famous slogan the RJ Reynolds tobacco company used in the 1930's that said "It's fun to be fooled ... it's more fun to know." The slogan was combined with adverts showing the secrets behind famous mysteries. The impetus for this was a tribute to the popularity of the American magician Horace Goldin.
When Prince Leopold is approached by Inspector Uhl, while hunting, to inform him of Eisenheim and Sophie's meetings, the Prince asks what they were seen doing together. The line about if they were seen "fornicating" was originally filmed as him saying "fucking" instead. They dubbed in the word "fornicating" to avoid an R-Rating in compliance with the MPAA's policy that the f-word not be used in reference to intercourse in a PG-13 film.
During the scene where Eisenheim is performing at the Hofburg, he places the Crown Prince's sword upright on the stage. The first officer who attempts to lift it is unable. The second person to try - to whom the Crown Prince says "Not so eager, cousin" - is also unable. That second person was probably meant to be Karl von Habsburg-Lothringen, who succeeded "Crown Prince Leopold's" father, Franz Josef, as Emperor in 1916.
The trivia items below may give away important plot points.
When inspector Uhl and his men are searching Eisenheim's workshop he picks up a glass bottle with a dark red liquid in it. This is the same bottle Eisenheim placed in the suitcase he gave to Sophie before her 'murder'. It contained the blood mixture used to fake the murder.
The original story on which the movie is based does not include the artifice of the protagonist framing the Duke for murder. The protagonist gets away with a serious crime and yet is made to seem justified in this film. However, it was stated earlier in the story that Leopold had actually killed another woman to cover up the fact he was abusing her. Also, he was planning to overthrow his father, the Emperor. This would have been considered high treason and was punishable by death, even if you were a member of the royal family. Therefor, Leopold did pay for his previous crimes, albeit in a roundabout manner.