Author Existence Failure: Larsson died of a heart attack shortly after submitting the manuscripts for the three novels. Fortunately, the third book at least resolves most major active plot threads fairly well, so readers aren't left with a gigantic, unresolved cliffhanger as the ending. A fourth book was partially written and some ideas for a fifth and sixth book are recorded. It has been rumored that Larsson planned to write 10 books with these characters. Major plot points left unresolved include the fate of Lisbeth's sister, which was intended to be the subject of the fourth book.
Cowboy Bebop at His Computer: Not applicable to the author himself, but an article published in an Australian magazine labelled Larsson a Neo-Nazi. This is a classic research flub, as Larsson was a firm Marxist and was well-known for his work against far-right extremist and racist organizations in Sweden. Which included Neo-Nazis (who, in typical Neo-Nazi fashion, regularly sent him death threats). And of course, one of the series primary protagonists is the (Jewish) Inspector Bublanski.
The Danza: In the Swedish movie, Mikael Blomkvist is played by Mikael Nyqvist.
Dyeing for Your Art: According to director David Fincher, Rooney Mara dove headfirst into her portrayal of Lisbeth, chopping off her long brown hair to a dyed-black pixie cut, bleaching her eyebrows, getting both ears pierced (all together four times), and getting her eyebrow and one nipple pierced as well (nose and lip piercings were fake). Say what you will about her, she doesn't do things in half measures.
Fake Nationality: All over the American film version. The main cast is comprised of Brits, Americans, a Canadian, a Dutch man, a Croatian, and one lone Swede.
Playing Against Type: Peter Haber, cast as monstrous serial killer and rapist Martin Vanger, is known mainly for two roles. One being a By-the-Book Cop named Martin Beck in twenty-something movies. The other, a role practically everybody born in Sweden during the 80's and early 90's identify him with, is the sweet bumbling Papa Rudolph in the immensly popular "Sune" series. To put it in terms for a more international audience, it's basically like seeing Fred Rogers playing a Complete Monster serial killer. And doing it superbly!
Noomi Rapace was mostly a stage actress before being cast in the trilogy, which has brought her international acclaim.
The American film seems to be this for Rooney Mara too.
What Could Have Been: Larsson wrote in his spare time as a way to relax, and only decided to try and get the books published after finishing the final draft of Hornet's Nest; he then promptly dropped dead of a heart attack. His girlfriend Eva Gabrielsson is in possession of Larsson's computer, which has at least three-fourths of a fourth novel and is rumored to have detailed synopses on the fifth and sixth books as well, though what may come of this is anyone's guess.
Write What You Know: When he was 15, Larsson witnessed some other boys raping a girl. In Real Life, he was too scared to try and help her, and not only did she become the inspiration for Lisbeth (it was the girl's name), it's pretty easy to map a correlation between his unresolved guilt and the harsh treatment suffered by rapists in his novels.