California Doubling: Spectacularly averted for the most part, with only a few minor exceptions:
Scenes from Zürich and the French countryside in Identity were filmed in the Czech Republic (in and around Prague), The skyline of and scene taking place in Amsterdam in Supremacy are probably filmed there as well and the very brief re-appearance of Moscow in Ultimatum was filmed around old GDR era buildings in Berlin.
In Ultimatum they filmed a scene set at the Waterloo train station on location, but there was no way they could get the location shut down for filming, so they just worked around the crowd. It generally worked alright as they put up signs to please ignore the film crew.
Calgary, Alberta served as Alaska, but that doesn't mean Jeremy Renner didn't actually get into glacier water with little protection.
Star-Making Role: Matt Damon has mentioned that despite getting wildly critical acclaim for previous movies, it wasn't until he proved to have Box Office clout that film offers really started to show up.
Julia Stiles played Nicky Parsons, one of Jason Bourne's field handlers on an extremely sensitive mission and apparently has beyond Top Secret clearance given what she is involved in (monitoring all of the Treadstone field agents). In other words, significantly more dangerous to the Agency than Bourne is if she screws up, or if something was missed in her vetting and she is less than 100% loyal. When The Bourne Identity was released, Stiles was a very young looking 21. There's an attempted Hand Wave in The Bourne Supremacy when Nicky explains her cover was an exchange student studying in Paris.
In Jason Bourne, unless Alicia Vikander's character is older than she is, the audience is being forced to believe that a 27-year-old could have a high-ranking position in the CIA. Her demands at the end of the film to be put in an even higher ranked position highlight this.
Clive Owen was the sniper assassin towards the end of the first movie. In the lead up to Casino Royale (2006) he was one of the people in the running for the role of James Bond, which would have made this movie just a little funnier in hindsight. Still, you can always imagine it was either Smith or Salinger.
The original draft of the first film would have seen Nicky die by having her thrown against a wall and breaking her neck. The scene was recut to have her live so that she could appear in a sequel, which she did.