Based primarily on the real life of a Lithuanian girl, Danguole Rasalaite, who ended up in Sweden after her mother took off and went to America. The film follows the events of Danguole's life pretty closely, with the main exception of the boy Volodja, who is entirely fictional.
Oksana Akinshina and director Lukas Moodysson had to communicate through an interpreter because Oksana spoke neither English nor Swedish at the time.
The town in which Lilja lives is in real life called Paldiski and is located in Estonia, not far from the capital Tallinn. The submarine base has now been destroyed. Some scenes are indeed shot in Paldiski, but many in Tallinn, in the districts of Kopli and Lasnamäe.
The money shown in the movie is the currency of Estonia (100 crown bills).
The assistant director, Alexandra Dahlström, can be seen on a balcony when Lilja is writing "Lilja 4-ever" on the bench.