Towards the last third of the film, when Julia is searching a way to exit the building, she skips through the dead rich man's diaries and several maps of the house can be seen. But one of the last ones, on the left page, is a drawing of the comic book "13, Rue del Percebe" by Spanish artist Francisco Ibañez.
The roof scene (and the Hotel Regina) provides a very good location of the flat on Calle Cedaceros, in Madrid, Spain. On the other hand the roundabout does not physically touch that block.
Although is not mentioned in the movie, García is the building's concierge. There's a deleted scene revealing that, in which he's in the reception.
The rooftop with the horses' statue is in Carrera de San Jerónimo, but actually, is on the building in the opposite sidewalk to Carrera de San Jerónimo 14.