Pulitzer Prize-winning New York Times reporter Diana Henriques was the first to interview Bernie Madoff on August 24, 2010, after his incarceration on June 29, 2009. She plays herself in various scenes throughout this movie interviewing Madoff (Robert De Niro). She has said that the resemblance was so uncanny, she got goosebumps just sitting opposite him.
The film's premiere drew 1.5 million viewers, making it HBO's largest premiere viewership for an HBO film in four years. Additional replays and viewings through the network's streaming service brought the film's total viewers to 2.4 million for its premiere weekend.
For the sequence at Madoff's luxurious house on Montauk, the production filmed on another part of Long Island and added his real house into the footage via CGI.
Robert De Niro and Michelle Pfeiffer previously played husband and wife in Malavita - The Family (2013). Overall, this is their fourth collaboration, after Der Sternwanderer (2007), Happy New Year (2011), and The Family.
In the party scene at Montauk, Madoff, played by Robert De Niro, has an intense conversation with a caterer to find out whether the lobsters being served are fresh or frozen. In an earlier De Niro film, The Family, his being sold frozen lobsters he was told were fresh is the reason he attacks the person who sold them to him, and in that film Michelle Pfeiffer also played his wife.