The car chase scene was shot on a sunny day, and the rain put in digitally later in post-production.
According to an interview with Mark Wahlberg, Joaquin Phoenix would get into character by hurling insults at Robert Duvall between takes. This upset Duvall greatly, and Wahlberg had to restrain him.
For the car chase, James Grey watched every car chase scene he could, from the silents to the present, in order to come up with new ideas. Gray concluded that one thing that had never been done in a car chase was consistent perspective, and that inspired him to film the chase from the vantage point of a single driver.
The title of the movie is the motto for the New York Police Department's Street Crimes Unit, disbanded in 2002. Their patch can be seen during the opening credits.
During filming, Eva Mendes reportedly asked James Gray if he'd change her character's name to honor her late grandmother Amada, whom she never met.