The name of a place called Illyria was a real European geographic area. Illyria, northwestern part of the Balkan Peninsula, inhabited from about the 10th century BCE onward by the Illyrians, an Indo-European people. At the height of their power, the Illyrian frontiers extended from the Danube River southward to the Adriatic Sea and from there eastward to the Sar Mountains.
The castle exterior was filmed at Casa Loma, a large mansion in Toronto often featured in film and television.
The "treasury" used in the training mission is the Hockey Hall of Fame. The main vault is normally the home of the Stanley Cup, one of the oldest trophies in professional sports.
Sam's guitar is a 1960s Gretsch Silver Jet