The movie plot has a very strong resemblance to the Italian movie "La ragazza nella nebbia" (literally "the girl in the fog"). It looks like an American remake of it, but with a different ending.
Originally set to film in Minnesota, but due to finance delays production was re-located to Atlanta. Then more delays caused production to again re-locate to Los Angeles.
Filmed in Whittier, CA approximately 23 miles south of downtown Los Angeles. Filming location included The Uptown Liquor, Whittier CA. (exterior & interior scenes.)
This is the second movie Guy Pearce has starred as a man with a memory problem, the other being Memento (2000)
The "lake" and "dam" are Puddingstone lake or Frank G. Bonnelli Park thirty miles east of L.A. Mt. Baldy and the San Antonio mountains are clearly visible in the wide shot.