The diner where Nicolas Cage runs into Jessica Biel's character is the same diner used in xXx (2002) with Vin Diesel. This dinner is located in Los Angeles, not in Las Vegas: Pann's Restaurant, at 6710 La Tijera Blvd., in Los Angeles.
At the cabin, Cage tells a joke about a Buddhist monk ordering a hot dog. He actually ruins the joke when he messes up the punchline, saying "I'll have one with everything." However, the actual line is "Make me one with everything", a subtle but extremely important difference.
Although most of the film was shot in HD with Panavision Genesis cameras, about a week of shooting was done on 35mm film because the location was forecast to be over 110 degrees Fahrenheit, and the filmmakers were concerned that the relatively new and under-tested Genesis would overheat and fail.
Nicolas Cage came up with the idea for his character to be a Las Vegas magician, and for Jessica Biel's character to have a job that took her to a Native American reservation at The Grand Canyon. (information taken from the special features on the North American Blu-ray release)
(at around 42 mins) The Italian painter is Elio Carletti (1925-1980), not Carlotti. He was an Italian impressionist artist and an inspector for the Italian police. The Italian dubbing replaced him with the more famous Leon Battista Alberti who wrote a lot about beauty but, seemingly, not that quote.
Columbia Pictures was originally going to distribute the film and release it in September 2006 (it had a distribution deal with Revolution Studios), but they dropped the film in January 2007, and Paramount Pictures picked it up.