Actor-Inspired Element: It was Sean Connery's idea to film the "blood oath" scene between Ness and Malone in a Catholic church. Originally it was going to take place on the street (in the same scene that follows the church scene). Connery felt that a church would be the only "safe" place in Chicago where the two characters would make such a commitment to fight Capone.
California Doubling: The Canadian Border raid was filmed at Hardin, Montana, which is about as far away from the Canadian border as you can get while still being in Montana.
Enforced Method Acting: For his death scene, Sean Connery did not expect the squibs to be as explosive as they were. After the first take, he was taken to the hospital with dust and fake blood in his eyes.
In the original script, the final gunfight had Eliot Ness and George Stone battling Capone gunmen on a stopped train. Brian De Palma conceived the gunfight on the steps in Chicago's Union Station when Paramount decided that staging the scene and finding a 1930s period train would be too expensive.
There was originally a different ending for the movie. It was to have been a scene with the camera shooting a close up of Capone's face as it is being warmed up for a shave. And then the camera would have craned up to show the audience that he has reporters around him, but he is in his jail cell.
Cinematographer Stephen H. Burum originally wanted to shoot the film in black & white.