The show was filmed in an actual prison (now unused) in Joliet. The death row cell used for Lincoln Burrows is the actual death row cell that held serial killer John Wayne Gacy. See more...
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Continuity: When Michael is feeling the screws in the benches looking for the right one and finds it, you see him touching it and the head of the screw is old and dirty and fixed into the wood. When he gets on the bench to discreetly unscrew it, it is now clean and sticking out a little way, obviously so the actor can twist it out more easily.
Plot hole: S1E11 - When Scofield comes back after visiting his wife, Fernando announces his arrival. However the problem is, everyone is inside digging the hole. As Fernando walks in along with Scofield, it leaves no one outside watching for guards. The guys are at least smart enough to keep the watch outside instead of all staying inside. If a guard shows up unnoticed, they are screwed.