Carey Mulligan mentioned in an interview at the Sundance Festival that she got the role after sending an audition tape to America; when they shot her scenes, it was at about 3.00am, and it was largely improvised (something she enjoyed). She called it a "trial by fire".
Tobey Maguire and Jake Gyllenhaal play the brothers in this film. Maguire nearly had to decline the lead role in Spider-Man 2 (2004) due to back injuries, and Gyllenhaal was the top choice to replace him.