Contrary to popular belief, Sir Sean Connery was not wearing a hairpiece in his first two outings as James Bond. Although he was already balding by the time Dr. No was in production, he still had a decent amount of hair and the filmmakers used varying techniques to make the most of what was left. By the time of Goldfinger (1964), Connery's hair was too thin and so various toupees were used for his last Bond outings.
This was chosen to be the inaugural movie in the James Bond film franchise as the plot of the source novel was the most straightforward. It had only one major location (Jamaica) and only one big special effects set piece.
Sir Sean Connery was morbidly afraid of spiders. The shot of the spider in his bed was done with a sheet of glass between him and the spider, which can be seen in one shot in the movie. When this didn't look realistic enough, additional close-up scenes were re-shot with stuntman Bob Simmons. Simmons reported that the tarantula crawling over Bond was the scariest stunt he had ever performed. According to Steven Jay Rubin's 1981 book "The James Bond Films", this tarantula was named "Rosie".
Maurice Binder designed the gun barrel opening at the last minute, by pointing a pinhole camera through a real gun barrel. The actor in the sequence is not Sir Sean Connery, but stuntman Bob Simmons. Connery didn't film the sequence until Thunderball (1965).
As detailed as Dr. No's underwater lair was, one vital element was very nearly forgotten: background plates of fish swimming in the sea to be added to the thick-glass window. The necessary film was quickly found among library footage the day before the scene was to be filmed. When it turned out the footage featured extreme close-ups of fish, it was decided to have Dr. No explain that the window works as a magnifying glass.
Bob Simmons: The series regular stuntman is the actor in the gun barrel sequence at the beginning of the movie. The same footage was used in From Russia with Love (1963) and Goldfinger (1964).
Chris Blackwell: Location manager (who was uncredited) would later found Island Records. He is also the son of Blanche Blackwell, who was neighbor, friend and lover of Ian Fleming. In this movie as the tall blond man dancing at Puss Feller's club. Blackwell would later own Ian Fleming's Goldeneye estate, one of whose previous owners was reggae musician Bob Marley.