The trivia items below may give away important plot points.
John August was initially concerned with getting a believable performance out of a child actor, which is a large part of why Elle Fanning's character is portrayed as a mute girl. However, after being on set with her and realizing her acting abilities, he made it a point during re-shoots to include more dialogue for her in the final scene.
In the first part of the movie when Margaret (Melissa McCarthy) moves in with Gary to the house, she tells him that she knows him from talking on the phone almost every day. In the short called "God" also directed by John August, the character Margaret also played by McCarthy talks to God every day. In "The Nines", Gary would be a sort of God for the world he creates.