Director Jaume Collet-Serra insisted that practical effects be used as much as possible for the film. Visual effects were used when necessary, but sparingly.
The town of Ambrose was constructed in 10 weeks, and was modeled after a real town in Eritrea called Asmara. Asmara was built by the Italians in Africa during World War II in the Modern Style rather than the Deco Style, which was more popular at the time.
Jared Padalecki is one foot taller than co-star Elisha Cuthbert. To make herself appear taller in scenes where she and Padalecki would be filmed together, Cuthbert taped two-inch blocks of wood to the bottoms of her boots. This was only done during scenes where they would be shot from the knee and up.
Jared Padalecki and Paris Hilton later appear in an episode of Supernatural (2005) together also centered around a Wax Museum. There's even reference to this movie in the episode.
Names mentioned in the script but not the film are the roadkill collector (Lester), and Carly and Nick's last name (Jones). Chad Michael Murray (Nick), in a radio interview, was shocked to hear his character finally had a last name, and said that it was an ongoing debate on set.