At the wrap party for the film, Seth Rogen and Jake Gyllenhaal agreed that they had no idea what the movie was about.
Jake Gyllenhaal uses the strategy of rarely blinking to enhance his psychotic creepiness (as he is driven by Frank).
The Aero Theatre in Santa Monica, CA - where the film's theater scenes were shot - has an annual tradition of playing Donnie Darko on Easter.
In the movie theater scene, Richard Kelly originally intended to have Donnie and Gretchen going to see C.H.U.D. (1984). However, there were problems with finding out who owned the rights to the movie. Finally, Sam Raimi came to the rescue by allowing Kelly to use and distort footage from The Evil Dead (1981), free of charge. This scene was filmed at The Aero Theatre at 1328 Montana Avenue, Santa Monica, California. The Aero closed in 2003, but re-opened in early 2005.
Filmed over a period of 28 days - which matches the length of time depicted in the film.