Margot Robbie began training six months prior to shooting the film. Her training routine included gymnastics, boxing, weapons training, aerial silk training, and learning to hold her breath underwater for extended periods of time.
The helicopter crash scene was the last to be shot, just in case any of the cast members got injured, which would delay filming.
Margot Robbie revealed at San Diego Comic-Con International 2016 that although the cast members of the squad had extensive rehearsals together, she and Jared Leto did not rehearse prior to filming their scenes. She and director David Ayer felt it added to the unpredictability and madness of Harley Quinn and the Joker.
The majority of the cast and crew got the tattoo "SKWAD" in honor of this film. The tattoos were even applied by some of the cast members, Margot Robbie and Will Smith.
When perfecting the Joker's laugh, Jared Leto publicly tried different laughs in New York City and Toronto to see which ones made people the most uncomfortable.
David Ayer: (at around 16 mins) The dead pig that Jared Leto sent the cast is actually seen when they're doing the feeding sessions to the inmates as they drop the dead pig into Killer Croc's cell. It was later confirmed that this was the actual pig that was sent that was used in the film. In the extended cut of the film, the director has a cameo as the guard who drops the pig into Killer Croc's cell.