The exterior scenes for the movie, while it's set in the winter of 1945, was filmed during mid-summer in Sweden.
Peter Dalle (the director) didn't want to do any acting in the movie, but after "some certain people" (Dalle's own words) thought he should act, he agreed to be the Conductor.
All of the scenes depicting Stockholm Central station were filmed in Krylbo station because its resemblance to the 1940s look of Stockholm.