The first time it was submitted to the MPAA, it received an NC-17 rating due to its tone and subject matter. The film's torture scenes were later cut by a couple of frames along with scenes suggesting pedophilia and it then received the R rating.
Paul Dano admits to being attracted to roles of this nature (learning difficulties, screaming, nonsensical ranting) and says he draws on his own personal and private experiences to perfect these recurring roles.
For the hammer scene, Hugh Jackman was asked by director Denis Villeneuve to be completely ferocious for the next take. That take was used in the final film.
To play Holly Jones, Melissa Leo wore a grey wig and a foam rubber posterior prepared by costume designer Renée April in order to "ground" her character. Leo also requested the props assistants to avoid cleaning her glasses after each day's shooting.
In this film a detective named Loki obsessively tries to find two kidnapped children. In Norse Mythology there is a tale (Loka Táttur) where the god Loki persistently tries to protect a child from a giant named Skrymir after Odin and Hönir tried and given up on the task.
Hugh Jackman portrays a father whose daughter is kidnapped and missing in this film. He was originally attached to play a similar role in The Lovely Bones (2009), but dropped out. That role was filled by Mark Wahlberg, who at one point was attached to play the lead role in this film.
Hugh Jackman was attached to the project with Antoine Fuqua directing. Both dropped out. After several years in development, Jackman returned in the lead role.
When detective Loki is looking through the notebook he finds at Bob Taylor's, the last page you see has a character drawn on it that looks a lot like the rabbit from Jake Gyllenhaal's early movie Donnie Darko (2001).
The trivia items below may give away important plot points.
The moment where Holly asks Keller to drink a little more was improvised by Melissa Leo, who thought Hugh Jackman wasn't drinking enough to make the situation believable.
Originally Hugh Jackman was never discovered by police at end. He would have remained a missing person and died ala Spoorloos (1988), but this was deemed too bleak.
The scene where Holly makes Keller drink an unknown substance in order for him to be find out what happened to his daughter resembles the plot from Spoorloos (1988).
The Vanishing' also has a similar scene where Keifer Sutherland is asked to drink the heavily drugged coffee in order to find out exactly what happened to his missing girlfriend.