Jake Gyllenhaal learned of the death of his close friend Heath Ledger while he was in the middle of shooting a scene for this film. Gyllenhaal immediately walked off set, and returned to finish the scene two days later. He then took a longer bereavement leave before he was ready to continue with the rest of his scenes.
Tobey Maguire nearly had to decline the lead role in Spider-Man 2 (2004) due to back injuries, and Jake Gyllenhaal was the top choice to replace him. While Gyllenhaal didn't receive the role, he did end up getting the role of Mysterio in Spider-Man: Far From Home, released 15 years after Spider-Man 2 came out. Maguire was also considered for the lead role in Jarhead, which eventually went to Gyllenhaal.
During one intense early prison scene, Gyllenhaal jokingly reached into his pocket and took out a picture of his Brokeback beau to stick on the prison wall. "Like those prisoners put [loved ones] on the wall, but Jake's was Heath Ledger," one set source recalls. "That was hilarious. It was a nice moment." (this was before Ledger's death)
Carey Mulligan mentioned in an interview at the Sundance Festival that she got the role after sending an audition tape to America; when they shot her scenes, it was at about 3.00am, and it was largely improvised (something she enjoyed). She called it a "trial by fire".
The three main actors all have ties to superhero movies. Tobey Maguire played the lead role as Peter Parker/Spider-Man in Spider-Man 1-3, Natalie Portman played Jane Foster in Thor The Dark World and Jake Gyllenhall's sister Maggie replaced Katie Holmes as Rachel Dawes in The Dark Knight. and Jake Gyllenhaal will be playing Quentin Beck/Mysterio in the upcoming Spider-Man: Far From Home movie.
The picture of Carey Mulligan the Tobey Maguire's fellow soldier pulls out while held prisoner is the same exact picture that Michael Douglas gives to Shia LaBeouf as part of their first trade together in the movie Wall Street Money Never Sleeps
The trivia item below may give away important plot points.
Near the beginning of the film Sam's daughters remark that he only kills the bad guys, describing them as "the ones with beards". The only time in the film we witness Sam kill a man is when he kills fellow soldier and bearded man Private Joe Willis. The film was criticised for being "anti-war" and this could be an allegory to that. Sam himself grows a beard during his captivity, perhaps symbolising the transformation his character goes through in the film from dedicated family man to a danger to himself and others.