According to Jessica Chastain, Annabel's octopus tattoo describes her character. When Annabel found herself caught in a situation she did not like, such as the octopus, she would take off her tentacles and grow new tentacles to escape.
When Annabel is watching TV (about 41 minutes into the movie) she looks at the screen and says, "Nice butt, Bruce". She is referring to actor Bruce Dern and the movie she is watching is called Silent Running (1972).
Clifton Forge, Virginia, is a real place, as is Douthat State Park where the lake/cabins mentioned in the movie are located, which is about 10 miles away in Bath County, Virginia. The stand-in main street is even very similar. The actual town, however, is not nine miles down a dirt/gravel road. In reality, it has direct access to Interstate 64, the same Interstate that passes through Richmond. It is also the only town in the world with that unique name.
The trivia items below may give away important plot points.
In the opening scenes where the father is driving on the cliff with the kids, the license plate of their car spells "no 1 dad", a joke by the directors considering he is in the midst of murdering his family and on his way to kill the children and himself.