Dame Helen Mirren had to learn how to shoot a gun without blinking so as to look more like an experienced killer. (Blinking was one of the main reasons why the stars in The Matrix trilogy wore sunglasses to mask their involuntary reactions.)
(at around 53 mins) Karl Urban nicked Bruce Willis with the cup he throws at him in their fight scene, because he threw it faster than Willis expected. You can see the slight look of surprise on Willis' face in the scene.
John Malkovich read the first forty pages of the script and liked it, but he asked his agent why he was up for the role of Frank. His agent said that he'd been reading the wrong lines. He was up for the role of Marvin instead.
(at around 15 mins) Frank Moses' birth date in the dossier is revealed as March 19, 1955, which is Bruce Willis' real birth date.