For one key scene, the director made the decision to use a live mouse. He purchased it at a pet shop the night before the shoot. At one point, the rodent got loose, cast and crew ended up chasing a mouse around the set, knocking over lights and cameras. In the end, they got the shot, and the mouse was returned to the pet shop.
While attempting to shoot some eerie-looking establishing shots for this film, the director ventured onto the grounds of an old mental institute, in search of some interesting scenery. A security guard chased him down and was convinced that he was an escaped mental patient. He ended up locked in the institute until he could convince them that he was not crazy. He later found out that that institute is actually a dangerous place that houses the criminally insane - not a place to be wandering around with a video camera.
During one shoot, the camera man failed to show up, so the director (who also acted in the movie) set up the camera on a tripod, rolled tape, and jumped into the scene to act as a principal character. He essentially shot and acted in this and other key scenes - literally at the same time.