Daniel Browning Smith, who plays the young man found in the box, is an actual contortionist. Like his character here, he has Ehlers-Danlos Syndrome. He also portrays the eponymous character in the CSI episode, "Sqweegel."
Several others appearing in the circus scenes are actual performers as well.
The group in the opening is based on the real-life "Polar Bear Club" whose members go swimming near Coney Island every Sunday, October through April.
