This movie is inspired by the Bulgarian movie Yo ho ho (1981).
The film was shot on 26 locations over 18 countries.
The director claims that there are no special effects in the film despite its surreal looks. Everything was shot on real locations.
A miscommunication between the casting agent and Catinca Untaru led her to believe that Lee Pace was a real-life paraplegic. Director Tarsem Singh found that this brought an added level of believability to their dialogue, so he decided to keep almost the entire cast and crew under the same impression. Singh had to speak to the actor playing Alexandria's father and explain that his role was smaller than it appeared, since the script implied that he played the role of the bandit (actually played by Pace) in the fantasy scenes. Apparently it was hard to keep up the lie - a makeup artist walked into a room to find Pace standing and almost passed out from shock.
The horses used by the Bandit and his crew in many scenes are of the Marwari breed, native only to the deserts of India, and known for their distinctive "lyre or scimitar"-shaped ears.
Singh shot the hospital scenes with Catinca Untaru in chronological order. As filming progressed, she grew taller and her English improved, like her character would have in real life. She also lost her two front baby teeth right before shooting began, so filming in sequence allowed for the continuity of the gap between her teeth to remain consistent.
Jeetu Verma (the Indian) owned most of the horses used in the film. His stables are based in Mumbai.
Darwin's monkey "Wallace" is a reference to the naturalist Alfred Russel Wallace who independently developed the idea of natural selection. Darwin and Wallace presented the theory together, but due to the publication of "On the Origin of Species" Darwin usually gets sole credit for the theory.
The magic word "Googly" that Alexandria repeats in the movie is also the name of the production company.
While trying to get financing for the film, Tarsem Singh put together a small memory box much like Alexandria and used it as a tool during pitch meetings.
For the scenes of Alexander the Great that were shot in Rome, a production assistant is doubling for Kim Uylenbroek.