Scott Derrickson said that his segment is set within the world/continuity of the Black Phone.
During the filming of the God of Death segment, the crew actually experienced a real earthquake.
The earthquake in the God of Death segment is actually based on the 1985 earthquake that occurred in Mexico City. Director Gigi Saul Guerrero said, "As soon as they told me it was '85, I had to base it on something that everyone in Mexico City understands and has lived through."
The name of the lake in the "No Wake" segment is seen to be "Lake Evig" on a fallen sign. 'Evig' is Norwegian for 'eternal', no doubt referring to the lake's immortality-inducing properties.
Dashiell Derrickson, the actor who played Gunther in the Dreamkill segment, is the real life son of the segment's director, Scott Derrickson.