Chung Ling Soo was a stage character created by a Caucasian American man, William Ellsworth Robinson, who disguised himself as a Chinese man to cash in on audiences' enthusiasm for the exotic. Robinson lived as Chung, never breaking character while in public. He died in March 1918, when a bullet-catch trick went wrong. "My God, I've been shot" were both his last words and the first English he had spoken on stage in nineteen years.
Nikola Tesla was a world-renowned inventor, physicist, and engineer. For a while, he conducted electrical experiments at his lab in Colorado Springs, where he was also known for his eccentric behavior.
Sam Mendes wanted to do the film as his followup to American Beauty (1999), which had just been nominated for seven Academy Awards. Another offer came from Newmarket Films (U.S.) on behalf of Nolan, of whom Christopher Priest had never heard. Priest was prepared to close the deal with Mendes, when a VHS copy of Nolan's Following (1998) was delivered to his house by motorbike (Memento (2000) was still in post-production). Priest was impressed, and chose Nolan (in part to also support a new filmmaker over an established one).
When Andy Serkis' character is first introduced, he makes a reference to a magic trick where you guess the item in a person's pocket. This is the exact same trick that fooled Serkis' character Gollum in The Hobbit: An Unexpected Journey (2012).
In the bullet-catching scene, you can clearly see the name Harry Dresden on the list of performers under "The Professor." Harry Dresden is a fictional wizard in "The Dresden Files," a series of books by novelist Jim Butcher, and later the basis of The Dresden Files (2007).
This is one of two Christopher Nolan films in which a character has a two-headed coin. The other one was The Dark Knight, in which Harvey Dent a.k.a. Two-Face used one to decide his fate or the fate of his victims.
When Hugh Jackman's character arrives in Colorado Springs, he is actually arriving at the Darien Ranch in the Western Colorado town of Marble, where the scene was filmed. Colorado Springs is in Southern Colorado.
Christian Bale, Hugh Jackman, Scarlett Johansson, Sir Michael Caine, Andy Serkis, and Rebecca Hall all appear in superhero films. Bale and Cane are in Nolan's The Dark Knight trilogy as Alfred Pennyworth and Bruce Wayne/Batman, Jackman is Wolverine in the X-Men franchise. Johansson, Serkis, and Hall are in the Marvel Cinematic Universe, with Johansson appearing as Natasha Romanov/Black Widow throughout the films, while Hall is in Iron Man 3 (2013), and Serkis is in Avengers: Age of Ultron (2015).
When Nikola Tesla's machines are being exhibited in the Royal Albert Hall, a man in the audience protests that Tesla's electrical current is unstable. Later in the movie, the same man appears in Colorado Springs as one of Thomas Edison's associates, thus proving that magicians are not the only ones who hide within their rivals' audiences.
David Bowie initially declined the role of Nikola Tesla when it was offered to him. Christopher Nolan flew out to him personally to tell him that he was the only person he imagined for the role and that his larger than life persona would make the idea of Tesla building a teleportation device believable. Upon hearing this, David Bowie changed his mind and took the role.
Root, the on-stage double of Angier (Hugh Jackman), announces that he has played Faust and Caesar in the past. Both were famously portrayed on stage as men destroyed by their own ambition, as Angier eventually is.
The editing includes 146 time jump cuts, in which the next shot either flashes back or skips ahead to another time period of the storyline. This averages to almost one timeline jump per minute of film.
Angier's double mumbles a few lines from a speech while rehearsing on stage before his first performance. What he is saying is actually the words of Harry Percy (Hotspur) from William Shakespeare's Henry IV, when called to appear before the king and explain his failure to turn over prisoners after a recent battle in Scotland. Apparently, Hugh Jackman has used this speech in previous auditions. Presumably, it was believed that having the double deliver a few lines from Shakespeare would lend him an actorly air, as his character is, in fact, a dissolute stage actor.
A major plot point, that is usually missed, is that Angier could have made a single clone of himself, and thus could have performed his trick without having to kill himself each night. That he chooses to do the latter is consistent with his character.