The first time it was submitted to the MPAA, it received an NC-17 rating, due to its tone and subject matter. The film's torture scenes were later cut by a couple of frames, along with scenes suggesting pedophilia, and it then received the R-rating.
Paul Dano admits to being attracted to roles of this nature (learning difficulties, screaming, nonsensical ranting) and says he draws on his own personal and private experiences to perfect these recurring roles.
To play Holly Jones, Melissa Leo wore a grey wig and a foam rubber posterior prepared by Costume Designer Renée April in order to "ground" her character. Leo also requested the props assistants to avoid cleaning her glasses after each day's shooting.
In this film, a detective named Loki obsessively tries to find two kidnapped children. In Norse Mythology there is a tale (Loka Táttur) where the god Loki persistently tries to protect a child from a giant named Skrymir after Odin and Hönir had tried, and given up on the task.
Hugh Jackman portrays a father whose daughter is kidnapped and missing in this film. He was originally attached to play a similar role in The Lovely Bones (2009), but dropped out. That role was filled by Mark Wahlberg, who at one point was attached to play the lead role in this film.
When detective Loki is looking through the notebook he finds at Bob Taylor's, the last page you see has a character drawn on it that looks a lot like the rabbit from Jake Gyllenhaal's movie Donnie Darko (2001).