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.
Backstories for the characters Max and Sol were conceived by Sean Gullette and Darren Aronofsky, but they were never written for the film. They would have been about Max proving to be a math prodigy at a very young age and soon attending Columbia University, where he met Sol, a Russian expatriate, who was captured by American Forces and was given the chance to assist in the building of nuclear weapons because of his great math prowess. He refused and was relocated to Siberia, where he was soon let out and acquired a job teaching math at Columbia University. If given a closer look at Sol's wrists, prison tattoos can be seen.