The filmmakers use the song "House of the Rising Sun" throughout because the lyrics are in public domain, which helped them stay within their limited budget.
The decision for Justin Benson and Aaron Moorhead to also act in their film was largely an attempt to keep the budget down.
Before Benson and Moorhead directed The Endless and Spring (2014), they broke onto the indie scene with their micro-horror Resolution (2012), which also had its world premiere at Tribeca, back in 2012. Some of the characters from Resolution appear in this film.
In the room where the math equation is on the blackboard, there's a globe in the corner which shows south east Asia and Australia. But they are not shown in the configuration of current geography because the Australia on the globe is connected to both Papua New Guinea and Tasmania, which last happened more than 12,000 years ago.
The mountain lion was actually stock footage.