Vincent Gallo sold the black Burberry trench coat he wore in the film for $3,000 US Dollars at the end of production. Gallo autographed the inside label "Worn in Moscow Zero by Vincent Gallo 2005." Measurements of the coat were 18" shoulder, 20" chest, 43" length.
The codenamed "D-6" or "Metro 2" in Moscow, Russia was a highly classified underground system which parallels the public Moscow Metro. It is this underground system that is directly referenced in the film. This system was built during the Stalin administration and codenamed by the KGB. It was built to facilitate functions and movement of high level state security members and agents. The length of the "D-6" is rumored to exceed even that of the Metro. It is said to connect the Kremlin, FSB Headquarters, the government airport at Vnukovo-2, a small underground town at Ramenki, and other locations of national importance. In 1994 an exploration group, the "Diggers of the Underground Planet", stumbled upon an entrance to the "D-6" and started exploring it.
Vadim Mikhailov is the head of the Diggers of the Underground Planet in Moscow. He worked on the film The Saint (1997) with Val Kilmer by showing director, Phillip Noyce, the Moscow underground for a small scene in the movie. Mikhailov is quoted in Outside magazine in September of 1997 as saying, "After I took him down," Mikhailov says ruefully, "Phillip said he was going to help me make a movie about my life. I gave him some tapes and, well, I haven't heard from him since." Val Kilmer was in both movies. Moscow Zero also depicts exactly how Mikhailov described the underground in The Outside magazine, including the river.
María Lidón noted it was very uncomfortable filming in the tunnels. The actors and crew were at risk for exhaustion because they had to work in extreme conditions, without proper light and poor circulation of air.