Acting in the Dark: Anne Hathaway claims she doesn't know if Lureen is lying when she tells Ennis how Jack died. There were two takes filmed with differing motivations, and parts from both of them were edited together in the final film.
Actor-Inspired Element: When Ennis finds his and Jack's shirts hanging in their childhood closet, Ennis's is tucked inside Jack's. At the end when Ennis takes them home, they are reversed. This was Heath Ledger's idea.
Banned in China: Literally. Despite celebrating Ang Lee's Oscar-winning movie as a triumph for the Chinese, the movie is still banned in the mainland (not the case for Taiwan) for its portrayal of homosexuals. It also got banned in most of the Middle East except for Lebanon and Turkey.
Enforced Method Acting: In order to get into character and really show Alma's anguish over Ennis's infidelity with Jack, Michelle Williams asked Heath Ledger, who she was dating at the time, and Jake Gyllenhaal to make out behind the camera so her emotional anguish would be realistic. When they weren't passionate enough, she yelled at them.
They filmed a sequence where Jack and Ennis help a group of hippies get their car out of a river. Word of God was that they wanted to show Jack and Ennis in a heroic situation. The sequence was disliked by nearly everyone - as it doesn't appear in the original story or the screenplay - and got cut from the final film.
Mark Wahlberg and Joaquin Phoenix were considered for the leads in the film. Although the former was interested, he found the script too sexually graphic, and turned it down. Joseph Gordon Levitt was also heavily considered for the role of Ennis.
Anne Hathaway was sent the script with the role of Alma in mind. But when she read it, she decided she'd rather audition for Lureen instead.