Jim's reaction to being let out of the bag in the back of the pickup truck was genuine: James Gilbert is claustrophobic.
Tie clip footage was shot with a Canon 7D DSLR strapped to the cinematographer's chest. He was then guided by the actors.
In one scene, Aaron and Jim record a black SUV that they believe is following them. This black SUV appeared much earlier, possibly shadowing the characters, in the scene where Aaron tells the camera man to record the cyclist on the street.