Damian Lewis was in Killybegs, Ireland with his family when someone thought he was a real hedge fund banker on the run and called the FBI.
During shooting, Damian Lewis (Bobby Axelrod) was spotted in SoHo with a copy of the book Fooling Some of the People All of the Time: A Long Short, written by activist hedge fund manager David Einhorn. This helped prepare him for his role.
There are many baseball references during the show. Paul Giamatti's dad, Bart Giamatti, was the Comissioner of Major League Baseball in 1989.
Every time there's a heavy metal song playing mid-show, Damian Lewis then appears wearing the t-shirt of that band; AC/DC, Black Sabbath, Megadeth, Metallica etc.
Showtime decided to air Season 5 as two parts due to changes in production prompted by the coronavirus pandemic.