Michael Stuhlbarg researched his role as Arnold Rothstein so thoroughly that the show's writers found that he knew more about Rothstein than they did, and they deferred to his judgment of the character.
Co-Producer and Director Martin Scorsese encouraged improvisation on-set during the filming of his pilot episode, something that is typical of his directing style, but very rare on scripted television.
The real-life figure of Enoch "Nucky" Johnson served as the inspiration for "Nucky" Thompson. Johnson was a physically commanding man, both tall and heavyset, with a receding hairline. He was quite unlike Steve Buscemi, and resembled the character of Tony Soprano from Los Soprano (1999). Creator Terence Winter also wrote for Los Soprano (1999), and created the character "Nucky" Thompson with Buscemi in mind, partially to make a central figure differing largely from Tony Soprano.
1920s Atlantic City was re-created for this series in a set in Rockaway Beach, New York. Executive Producer and pilot Director Martin Scorsese was so exacting in accuracy that (for example) he insisted the planks on the boardwalk be of the same exact size as they were in Atlantic City at that time.