Choi Min-sik trained for six weeks and lost twenty pounds to get in shape for the role of Dae-su, and did most of his own stunt work.
(at around 8 mins) When talking about sleeping gas used by Russian special forces, Oh Dae-su refers to 2002 Moscow 'Nord-ost' theater hostage crisis.
(at around 1 min) Scenes at the police station with drunken and disorderly Dae-su Oh were the very last scenes the director scheduled to film. Choi Min-sik (Dae-su Oh) ad-libbed most of these "drunken" scenes, including the scene of him playing with toy wings that he bought for his daughter. He also ad-libbed many of his lines during the penthouse scene, including the anthem of his school.
(at around 29 mins) Dae-su Oh bangs his head on a table right after stopping Mi-do from reading his diary. This was an unscripted accident, likely causing Choi Min-sik real pain. However Kang Hye-jeong (Mi-do) kept her cool and continued on with her lines. The director, in an interview, said that he kept and used this supposedly NG ("no good") scene for its comical and emotional value.
The line on the painting of Dae-su's cell reads "Laugh and the world laughs with you. Weep and you weep alone." These are the first lines of Ella Wheeler Wilcox's famous poem, "Solitude".