All the dialogues were improvised. The director had an Outline, but even this changed through the shooting according to the actor's actions.
The whole shooting, including re-shooting, took 11 days.
The actors knew about the main plot of the film and about their characters. Details about their scenes were given on the go.
"The subway simulator" is the name of the location where they shoot all the interiors of the train. It's a training facility of the Fire Department of NY.
Director Leonard Zelig asked the actors, the day before principal photography, to bring a surprise prop. "As I'll be surprising you with every scene we do. I think is just fair if you surprise me from time to time".