Jake Gyllenhaal learned of the death of his close friend and Brokeback Mountain (2005) co-star Heath Ledger while he was in the middle of shooting a scene for this film. Upon hearing the news, 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.
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".
When Sam visits the grave of Joseph Willis, it states Willis' rank as "PVT". In the US Marines, you are only a "Private" (E-1) for the first 6 months of enlistment or if you are demoted to the rank. After 6 months you are now a "Private First Class" or "PFC" (E-2).
In the beginning of the movie, little Maggie, tells her grandfather, Hank, that her birthday is "in the spring." Hank agrees with this, commenting that her birthday is March 10. However, March 10 is still winter. Winter ends March 21.