Throw It In!: An amusing variant - According to Butcher, when he was writing Cursor's Fury, his editor called him and asked for a scene from the book to make a cover for the novel when it would be published in a month. However, Butcher was only on chapter 3 when she called him, and so hastily came up with the scene that would be used on the novel's cover. Butcher then admitted that he found it challenging to figure out how to actually fit that scene into the novel proper when he was writing it.
Even better, the same aforementioned series of events apparently happened again when Butcher was writing Captain's Fury only a year later.
The elemental spirits that the Alerans can control being named "furies" was based on Butcher watching Big Trouble in Little China while doing research for Furies of Calderon, hearing the word being used in the film, and liking it enough to use it in the series.
What Could Have Been: The working title of Furies of Calderon was Shepherd Boy's Fury, but Jim Butcher's marketing people made him change it.
Butcher has said that if he ever goes back to Codex Alera, it will only be when set a couple of generations after the series proper and the readers can witness how the status quo has been wrecked completely. He has also mentioned that Alera would be utilizing MagitekSteampunk by that point - "Furypunk", as he calls it.
Other Assorted Trivia:
The series was started by a bet: another aspiring author bet Jim Butcher that he couldn't write a good book based on a bad idea. Jim not only said he could, but allow the author to choose two bad ideas to base the series on. The other author chose Pokémon and the lost 9th Roman legion.