The scene where the rocket did not explode is not a miracle or because he was lucky. Rocket Propelled Grenades (RPG) and many shoulder fired Rocket Launchers ammunition is made to explode after certain amount of spins. This is a safety design in case it bounces close to the person shooting it. So in that scene, the Grenade/Rocket did not made the necessary spins to activate the detonating mechanism which is a pressure switch in the point.
In the commentary the producers say the torture scene is a "Hollywood" torture scene. The stories that they researched and heard about were far more sadistic and gory than what they shot on scene. They were also certain they would get a X rating if they filmed some the methods they researched.
The film was mostly shot digitally on the Canon Eos 5d mk2; a decision made between the directors and D.O.P Shane Hurlbut to both save a vast amount of money on the budget and use the size and weight advantage of the 5d to capture the stunning action sequences. Hurlbut, who is an advocate of the HDSLR shooting system used a large number of the cameras, each fitted with a different lens system that stayed in place for most of the film.
The trivia items below may give away important plot points.
The scene where a SEAL saves his comrades by throwing himself on a grenade is based on the real life case of Navy SEAL Michael Mansoor who did just that in 2006 whilst fighting in Ramadi, Iraq. He was later posthumously awarded the Congressional Medal of Honor and President George W. Bush attended his funeral, later stating that he was profoundly moved by the sight of numerous SEALs embedding their Trident badges into the coffin, just as depicted in Act of Valor.
Surviving an RPG hit is based on a true story of Channing Moss. Moss was hit by an RPG on the left side of his body that extended out of his skin on the right side, although the RPG did not explode. Surgeons removed the RPG without it going off, but most of Moss' pelvic bone shattered and much of the large intestine was removed. He was awarded the Purple Heart.
Some the scenes depicted are based on real events, such as the SEAL at the end shot over a dozen times and surviving, the SEAL getting shot in the eye, the rescuing of the CIA agent and other various scenes.