The unusual car chase scenes after the kidnapping were Benicio Del Toro's idea. He suggested this to writer and director Christopher McQuarrie after watching Cops (1989), where a couple of criminals did the same when cops were chasing them.
Christopher McQuarrie's brother, a United States Navy SEAL, was the technical advisor for the gunfight scenes, hence the realism of the coordinated movements, use of cover, and room-clearing tactics used by Parker and Longbaugh.
By accident, Ryan Phillippe punched Sarah Silverman in the opening scene. She got knocked out, and when she woke up, he was standing over her almost in tears. The makeup department used fake blood, and the huge lump on her chin was a continuity bonus. Phillippe apologized for a week.
The main characters meticulously adhere to trigger discipline when handling their weapons: the only time their fingers are actually on the trigger, is when they are willing to shoot somebody.
Unlike many movies with action-packed gunfights, every round fired is accounted for and all characters reload when appropriate, with the exception of one sequence in the brothel courtyard where Parker (Ryan Phillippe) and Longbaugh (Benicio Del Toro) fire dozens of rounds in rapid succession without pausing to reload: an intentional sort of fun tribute to classic action movies.