The first scene seen in the movie was shot in Pusherstreet in Christiania, Denmark, and was the first time anyone had ever been allowed to film there. It used to be impossible because of the great powers of the pushers, but Christiania and the pushers wanted some good publicity, because they'd just been cleared out, and they may have realized they were part of the outside world and not merely a closed system.
Many of the scenes in this movie was shot using a "doggy-cam" which is a reversed steadicam that is attached to the actors to create that very special effect while they are moving/running. A similar device was also used in Requiem for a Dream (2000).
The original cut ran over four hours.
It took over a year to cast all the actors.