During the opening, when Eric Masters (Willem Dafoe) is printing money, the film crew was actually creating counterfeit bills. A convicted counterfeiter was on set showing them how it's done. They were filming out in the desert, and Dafoe said that every time a helicopter flew over the building, they were sure it was the police coming to arrest them all.
Despite the crew's best efforts, some of the counterfeit bills made for the film got into circulation. The bills' quality was very, very good, but the Treasury seal on the counterfeits used the letter X, which is not a valid Federal Reserve Bank letter. The Secret Service picked up X bills for quite a while after filming wrapped.
The car chase sequence took six weeks to shoot. It was the last thing shot, apparently so that if anything happened to the principal actors, the filmmakers would, at least, have the bulk of their movie completed without having to replace anybody.
William Friedkin, in his memoir "The Friedkin Connection", says that the fake money they made was so good that, after some of it left the set, he eventually heard from the Secret Service and a US Attorney. After he avoided a confrontation with them, Friedkin states, "When the film came out, there were news stories about people trying to make counterfeit money after seeing the step-by-step process in our film. I took some of the twenties, those printed on both sides of course, put them in my wallet, and spent them in restaurants, shoe-shine parlors, and elsewhere. The money was that good."
The prison scenes were shot in the San Luis Obispo Penitentiary, and real prison inmates were used as extras.