Ricky Jay is a sleight-of-hand artist and an acknowledged authority on the art of the con. In an NPR interview, Jay related that when David Mamet needed a short-change scam to be explained in "House of Games", he asked Jay for details of an authentic short-change hustle. However, Jay did not want to betray the confidence of the hustlers he knew who still used various short-change cons for their "livelihood". The envelope switch you see in the final film is an original switch invented by Ricky Jay specially for the film. Later, it was reported that an amateur thief had been caught attempting to use the switch as he had learned it from the film.
According to Mamet, despite the excellent reviews the film received in a limited showing in four theaters, Orion decided against spending the money for the prints and publicity that would have accompanied a general release and sent the film almost directly to TV and video.
The scene outside with Margaret and Dr. Littauer was filmed in front of the main entrance to the iconic art deco PacMed Building on Seattle's Beacon Hill. At the time the PacMed Building was a medical facility, but would later become the headquarters (until 2010) of Amazon.