Enforced Method Acting: It's pretty clear that in every scene where Randy interacts with another wrestler (as in, an actual wrestler cast as an extra), that Mickey Rourke was told to act like, and that the others were told to treat him like, an aging but still respected wrestler. Granted, that's the very definition of acting, but aside from the scenario itself, it's obvious there was no script involved. This results in scenes like Randy walking into the makeshift locker room near the beginning of the movie and interacting with R-Truth and others later on in the gymnasium, which come across as very spontaneous with only a very broad "goal" of conversation to be reached in order to complete the scene. Contrast these scenes with actual scripted scenes involving wrestler extras like Tommy Rotton and The Ayatollah.
The scenes between Randy and the gorcery store customers were unscripted with hidden cameras. Those were real shoppers interacting with a person they believed to be an employee.
WWE fans will note that Ron Killings, now known as R-Truth, is among the indie wrestlers that make cameos in the film. Old WCW fans may recognize The Ayatollah as Ernest "The Cat" Miller. And ECW fans will recognize The Blue Meanie. In fact, every wrestler you see in this movie is a professional wrestler in real life, and they're using their actual gimmicks (save for Miller).
What Could Have Been: Originally, Nicolas Cage was cast as Randy, and was spotted backstage at several Ring of Honor shows trying to get a better feel for the environment. He willingly stepped down in favor of Rourke, who was Aronofsky's original choice.
Originally, Marisa Tomei's character was supposed to be a ballerina, and Black Swan was supposed to be pretty much folded into this. However, the felt that was too much for one movie, and the stories were split in half. They are still considered "two halves of the same movie," however.
Doing It for the Art: Because of how much the movie meant to them personally, Aronofsky, Rourke, and Springsteen did their work free of charge.
In spite of his Real Lifepersonality, Axl Rose was invited to see an advance screening of the movie, and was so moved that he allowed them to use "Sweet Child o' Mine" free of charge.