The two prostitutes who were all over Maximus after his first battle in Rome, and after the fight with Tigris when Cicero gave him the idols, are both amateur adult film stars. Prostitutes were very common during this time and were often rewards for gladiators who had proven their mettle by surviving many battles.
Oliver Reed (Proximo) died of a heart attack during filming in Malta, before all his scenes had been shot. The Mill created a digital body double for the remaining scenes by photographing a live action body double in the shadows and by mapping a 3D CGI mask of Reed's face onto the digital composite. The estimated cost was $3.2 million for two minutes of additional footage.
In an interview on the "Today" show Russell Crowe said that during the battle in Germania, after he was knocked off his horse, you see him fight his way onto his feet and then back into another man. Crowe turns to strike and the man looks shocked and terrified, the shot returns to Crowe, sword still raised but the scene cuts before he strikes. However, if you look just as the scene cuts you see Crowe obviously start to smile. This is because the other person was not an actor acting "panicked in the face of death", he was an extra out of place who had just backed into the lead actor on the last take of the day. In order to save the shot Crowe decided to "kill" him and move on, but as he raised his sword the extra pleaded, "But Mr. Crowe, I'm not supposed to die yet," causing Crowe to smile, which had to be cut out.
Gaius Gracchus is supposed to be a friend of the Republic, and he was, but by this point in Roman history (late 2nd century A.D.) he and his brother Tiberius were both long dead. They both died in the 2nd century B.C. from mob violence years apart from each other. The mysterious re-animated Gracchi brothers is a common mistake in Roman-themed movies.
Although Commodus fought hundreds of (staged) gladiatorial battles in the arena, he didn't die there. He was strangled while taking a bath by a gladiator sent to assassinate him.
The film was filmed in Malta and many of the extras are Maltese. In the scene where Maximus is escaping through the tunnels to get away from the Romans, he finds Cicero on a horse with his neck in a noose. This apparently almost killed Tommy Flanagan (the actor who played Cicero) as the horse was restless during filming. This is because the scene is in a not very-well lit area underneath the entrance to the capital city of Malta and was filmed at 2 am. Apparently some drunkards walking home from drinking in a local bar decided to urinate there, and upset the horse.