Sir Christopher Nolan never studied film-making at university. He studied English Literature at University College London, and used the film society there to shoot the opening dialogue scene between Bill and the policeman.
Sir Christopher Nolan came up with the idea for the film because he had his home broken into and wondered what the people thought as they went around looking at his belongings.
The whole film is shot almost entirely handheld, single camera.
Principal photography of this film took over one year. Because all cast and crew members had other full-time jobs they were only able to film on Saturdays - about 15 minutes of footage until photography had been completed.
Christopher Nolan: In the scene where Bill and Cobb first break into the Young Blonde's flat, Cobb goes upstairs while Bill looks around her living room. When Cobb calls Bill upstairs, the voice is not Alex Haw, but of writer-director Sir Christopher Nolan himself.
Christopher Nolan: [credit card break-in] Cobb attempts to break into a flat using a credit card. The same method is used in Memento (2000) and Insomnia (2002).