Michael Stuhlbarg researched his role as Arnold Rothstein so thoroughly that the show's writers found that he knew more about Rothstein than they did, and they deferred to his judgment of the character.
After completing the first season, Anthony Laciura was contacted by relatives of Louis Kessel, the real life inspiration of his character Eddie Kessler, and offered to wear when filming the pocket watch that Nucky Johnson gave Kessel as a gift. "Eddie" is seen consulting the watch in the following seasons.
The real life figure of Enoch "Nucky" Johnson served as the inspiration for the "Nucky" Thompson. Johnson was a physically commanding man, both tall and heavyset, with a receding hairline. He was quite unlike actor Steve Buscemi and resembled the character of Tony Soprano from The Sopranos (1999). "Boardwalk Empire" creator Terence Winter also wrote for The Sopranos (1999) and created the character "Nucky" Thompson with Buscemi in mind, partially to make a central figure differing largely from Tony Soprano.
1920s Atlantic City was recreated for this series in a set in Brooklyn, New York. Executive producer and pilot director Martin Scorsese was so exacting in accuracy that (for example) he insisted the planks on the boardwalk be of the same exact size as they were in Atlantic City at that time.
According to Timothy Van Patten, Martin Scorsese's involvement as an executive producer consists on reading the scripts, watching the rough cuts and making comments. Van Patten praises the notes Scorsese gives because they are very precise and insightful.
Many of the characters surrounding Nucky Thompson and all but the basics of Thompson's life are fictionalized. Major exceptions are the infamous gangsters depicted (i.e. Al Capone, Johnny Torio, Lucky Luciano, Arnold Rothstein & Meyer Lansky), who were based by the writers and actors to some extent on the real criminals' personalities and actions.
Richard Harrow's unmasked disfigured face is entirely computer generated. Jack Huston remarked that it was accordingly more of a challenge to imagine half of his face missing when he was not wearing a mask. Huston also stuffed cotton into the left side of his mouth to affect his speech and jaw placement.
Michael Shannon later admitted that he was not happy working in television, in which the filming of his scenes was spread over six months and he had little to no time for discussing the script or his character.
Director Timothy Van Patten delighted in directing Steve Buscemi for fight scenes, since the two of them were both experienced wrestlers in school. Van Patten further observed that filming fight scenes is causes its own physical exhaustion for actors due to the need to suppress their full strength.
The trivia items below may give away important plot points.
During the first season, Steve Buscemi was told that Nucky's first wife, Mabel, was actually in an asylum and not dead, as the character said to whoever asked. When Buscemi got the script for the episode in which Nucky tells Margaret the whole truth about Mabel's death, he talked to Terence Winter and asked him why Nucky was lying to Margaret when the scene had a confessional tone. Winter replied that the asylum story line didn't work out, so Mabel was actually dead. The mortality rates in institutions at the turn of the century was fairly high and being institutionalized was considered a death sentence.
Dabney Coleman underwent treatment for cancer while filming season 2, necessitating the plot twist of the Commodore suffering a stroke and becoming incapacitated for most of the season. The schedule was also changed so that the entire first week of production on the show was filming Coleman's scenes for multiple episodes. However, Terence Winter claims that the Commodore's eventual death had been according to plan and had nothing to do with Coleman's illness.
Michael Shannon claimed that before he read the script for his final episode, he received a phone call from Terence Winter in which the cell phone reception was so poor he could only hear every other word Winter said. Nevertheless Shannon immediately responded, "I'm dead, right?"
Owen's death was going to be shot, but when an accident on set prevented them for doing so, the producers decided to skip the idea and have him die off-screen, with the subsequent surprise when his corpse is delivered at the end of the episode.