California Doubling: The underwater scenes are supposed to be Gibraltar, but were shot in the Bahamas; also, since Japan didn't allow for Stuff Blowing Up in a national park, parts of the Little Nellie battle were shot in Spain.
The Danza: Aki is played by Akiko Wakabayashi. The character, formerly "Suki," was renamed at her request. (Mie Hama had been supposed to play this role until she was given a part that better suited her limited grasp of English.)
Executive Meddling: Producer Harry Saltzman hired Jan Werich to play Blofeld without consulting director Lewis Gilbert or fellow producer Albert Broccoli, an example of the increasingly eccentric decisions that eventually helped force him off the series.
The Other Marty: ...however, he wasn't the first person who attempted to do so. The original actor they cast was Jan Werich, who proved completely wrong for the role and so was replaced by Pleasence. In the final cut, many of Blofeld's scenes prior to The Reveal still feature Werich, as only his hands and legs are visible, meaning that all they needed to do was have Pleasence overdub his dialogue.
Mie Hama was having trouble learning English, while Akiko Wakabayashi had much progress. Since the former took this so seriously that she threatened to kill herself if fired (she was afraid of dishonoring her family), the producers just traded the roles between actresses, as Kissy appears much later in the story and has fewer lines.
The Toyota 2000GT wasn't supposed to be a convertible, but it got converted into one due to Sean Connery's height.
Throw It In: While everyone else is remarkably calm, Blofeld's cat gets completely freaked out and tries to escape when the control room starts taking structural damage.