The movie is filmed at the actual Yankee Pedlar Inn, in Torrington, Connecticut.
The actors, director, producers and film crew all resided and ate at the hotel while they were filming, to keep production and travel costs down. Sara Paxton has mentioned rolling out of bed in the morning and being on set within five minutes. The older members of the cast admitted that the stay at the hotel was slightly frustrating, as most of the younger crew members liked to party at all hours of the night and the noise would carry.
In the scene where Luke (Pat Healy) puts on the jump-scare video for Claire, actress Sara Paxton was genuinely frightened. Her reaction is genuine, as she hadn't seen the video before -- the shot was only filmed once. While recording the commentary, she still jumped.
Brenda Cooney never once broke character while playing the ghost of Madeline O'Malley. Cooney's constant silence while staying in character genuinely unnerved Sara Paxton.
The inhaler that Claire uses was actually painted beige and brown for the film, as Ti West didn't like the look of the inhaler that the props department had obtained. The inhaler was set up to spray a candy-flavored breath freshener into Sara Paxton's mouth, so it could be used realistically but would taste pleasant.