In the scene where Chris (Vin Diesel) and Seth (Giovanni Ribisi) are waiting outside Greg's (Nicky Katt's) house, we never see the car move or get started. Before they shot the scene, Ben Affleck was sitting in the car, listening to music. He accidentally took the car keys home with him. They had to shoot the scene that night, and couldn't find Ben. They shot the scene, with the car where it is, and lit up the house, so there wouldn't be a reflection of the camera and crew.
The building, in which J.T. Marlin is located, is actually in Westbury and Garden City, New York, and is the same building, on which one of the two companies in the movie is based, Continental Broker Dealer Corp. It was not located at exit 53 off the L.I.E., which is where the other company was located.
Despite a significant amount of hip hop songs in the movie, there is no official soundtrack containing any of the songs - most likely to avoid payments for the licensing. Hence, fans of the movie have created unofficial versions of the soundtrack with the songs.
Seth Davis is never seen making real money as he's still driving around in his station wagon, or driving with other characters with high-priced cars throughout the movie. The assumption is he never makes it as a successful broker, despite being first in his recruiting class to have opened up the required 40 accounts. On Wall Street broker trainees are required to open 40 accounts for their senior broker and are known as account openers.
The trivia items below may give away important plot points.
A different ending, in which Seth's (Giovanni Ribisi's) main victim, Harry (Taylor Nichols) goes to the Boiler Room armed with guns, and ostensibly seeking bloody revenge, was scrapped in favor of the F.B.I. bust ending. This alternate ending is found on the DVD.