Most of the early scenes were filmed after production suspended during the COVID-19 pandemic. Bradley Cooper used the time to lose 15 pounds and appear younger for the beginning of the film.
Rooney Mara was pregnant when filming began and gave birth to her child while production was suspended during the COVID-19 pandemic. She remarked that the timing and production schedule was advantageous since her early scenes in the picture appearing scantily clad in her carnival costume were filmed after the break.
Bradley Cooper claimed that many of the tabletop props in the film were actual possessions of director Guillermo del Toro.
During a January 2022 interview with Terry Gross on the National Public Radio program "Fresh Air," Guillermo del Toro said that one of the reasons he had long been interested in the subject of grifters and fake psychics who prey on vulnerable and grieving people (like the ones depicted in this movie) was that, in 1998, when his father was kidnapped in Mexico and held for ransom, his family was immediately preyed upon by con artists claiming to be psychics. del Toro recounted, "one of the first warnings that came ... from the [hostage negotiator]--he said, beware of the 'psychics.' They're going to show up really early. And no sooner had I hung up the phone than I went to see my mother, and there were two 'psychics' sitting in the living room telling her they knew and they could lead us to where my father was because they could sense him. And this made an indelible impression. And that cruelty, which I saw firsthand, also is part of the spirit in this movie." When Gross asked del Toro what the so-called "psychics" told his mother, he replied, "they were there very shortly because I kicked them out. But what they were saying is that they could sense my father, that he was trying to communicate with her. And the speech was almost identical to what they - what Stan says in the movie.... the first thing they hooked on was, he loves you so very, very much, and he's trying to reach you, and he knows that you can save him. They use the same hooks. And that was evident to me. But my mother for a moment was harboring hope."
What Pete calls the "black rainbow" is more commonly called "the rainbow ruse." In cold reading, it is telling a person contradictory things about themselves. For example: "You tend to be a friendly person, but sometimes you want to be by yourself." Or: "You are quite frugal and careful with money, but you can sometimes also be generous toward your friends and family." It sounds nuanced, but actually it covers such a wide range that it describes most people.