In preparation for his role as Lenny, actor Mads Mikkelsen sat alone and worked in a Video-rental shop for some weeks.
Kitjo (Zlatko Buric) wanting three Tuborg beers, before watching a movie with the guys, is a reference to his role in a Tuborg commercial campaign playing a foreign kiosk owner, also directed by Nicolas Winding Refn. Especially noted for his accent pronouncing Tuborg with a hard g (Which is not correct in Danish).
Kim Bodnia (playing Leo), Mads Mikkelsen (playing Lenny), Zlatko Buric (playing Kitjo), Levino Jensen (playing Louis) also played in the Pusher (1996) movies, also directed by Nicolas Winding Refn.
In the original script, Lenny was a much more comedic character that lived a more exciting life. When Mads Mikkelsen read this he told Nicolas Winding Refn: "Lenny can't be this cool, because he is you and you are not cool". Mikkelsen got his way and Lenny was rewritten as the more introverted, sensitive character you see in the final film.
Kim Bodnia (Leo) and Rikke Louise Andersson (Louise) married later in real life and Liv Corfixen (Lea) married director Nicolas Winding Refn.