Doing It for the Art: All of the books in John Doe's apartment? They're all real. One of the special effects companies hired for the film spent two months hand-writing every single one of them. Mostly by one guy who showed exceptional talent at writing journals like a crazy insane sociopath. He even included an authentic suicide note..
Executive Meddling: Somerset's Hemingway quote at the end of the film was a sop to producers complaining about the film's extremely dark ending. Fincher's original plan was to have the film cut or fade to black immediately after Mills shoots Doe in the head.
The actor who played the Sloth victim weighed 96 pounds at his audition, and the director joked that he could have the part if he dropped another ten. Much to the director's surprise—and horror—he dropped six.
The man who was forced by John Doe at gunpoint to rape the Lust victim to death is disturbed to the point of hyperventilating; the actor sat himself in a corner, breathing very quickly in order to induce hyperventilation in himself to keep his performance authentic.
Andrew Kevin Walker wrote the screenplay with William Hurt as Somerset in mind. Denzel Washington, Kevin Costner, Sylvester Stallone and Nicolas Cage were all considered to play David Mills (Washington refused the role, finding the content of the screenplay too disturbing, and specifically expressed regret at not accepting the role after attending a screening). R. Lee Ermey originally auditioned for the part of John Doe and R.E.M.'s frontman Michael Stipe was also considered for the role.
An alternate ending revealed that John Doe did not murder Mills' wife, only substituting a lookalike. Mills then has no justification for killing an unarmed man, and will spend the rest of his life in jail. Somerset decides not to retire, and instead gives his country house to Mills' wife and her unborn baby. Another alternate ending features a dramatic shootout in a burning, dilapidated church in which Mills dies, and yet another had Somerset killing John Doe in order to save Mills from becoming "Wrath." In the finished film, the foreshadowing that Somerset will have to actually shoot his gun (or use his knife) is kept, but nothing comes out of it with the ending changed.
When the movie was first pitched to execs, they had the screenwriter revise the film so it would be more marketable (happier ending, not as bleak etc.). But when they sent the script to David Fincher, they accidentally sent him the original script instead of the revised one. Before they could correct their mistake, David Fincher refused to make this film if the revised script was used.