The Bellagio let the crew tap into their security system to get real surveillance footage of the casino.
The entire cast worked for less than their usual salaries to bring down the budget.
The script was sent to Julia Roberts with a $20 bill attached. Included was a note from George Clooney that said "I hear you're getting 20 a picture now". This of course is a joke referencing Julia Roberts becoming the highest paid actress at $20 million per picture.
Steven Soderbergh wanted the actors to hang out on set to make sure they had good chemistry. During downtime, the cast often crowded around Carl Reiner to listen to his stories.
Jerry Weintraub: The producer is talking to Saul at a card table in the casino before he speaks to Benedict. (This is not considered a Cameo, as they must be *uncredited* actors, and he is listed on the end credits.)