Nicole Kidman, Jack Black, & Jennifer Jason Leigh moved in together during filming because they wanted to perfect their roles as a dysfunctional family.
For the sequence where Margot climbs the tree, Nicole Kidman refused to be replaced by a stuntwoman or use a ladder. She even made it to the top of the tree before the camera was ready to film.
Several outlets claimed that the character of Claude was an autobiographical figure of director Noah Baumbach. However, he denies this, and claims he identifies more with Margot, and had a lot of empathy for her.
Cinematographer Harris Savides used old lenses and shot mostly in natural light to get the dim, ominous look of the film.
The movie spontaneously went into pre-production the day after Nicole Kidman first read the script, because she called up Noah Baumbach and was eager to star in the film. Baumbach said he was spoiled by Kidman and getting her involved was the easiest casting he's ever done.