The film cost only $60,000 to make, most of which was raised in the form of individual $100 contributions from director Darren Aronofsky's friends and family. When it was later bought by Artisan Entertainment, each contributor got back a $150 return on their investment.
No location permits were secured for any of the scenes filmed. The crew had to have one man constantly serving as a lookout for police so they could stop filming if needed.
The main character suffers from cluster headaches also known as suicide headaches, a rare condition widely regarded as the most painful condition anyone can suffer.
According to Darren Aronofsky's audio commentary, the subway scenes were illegally filmed to save $18,000 a night.
The film was bought by Artisan Entertainment for $1,000,000.