Harvey Stephens, as Damien, was largely chosen for this role from the way he attacked Richard Donner during auditions. Donner asked all the little boys to "come at him" as if they were attacking Katherine Thorn during the church wedding scene. Stephens screamed and clawed at Donner's face, and kicked him in the groin during his act. Donner whipped the kid off him, ordered the kid's blond hair dyed black and cast him as Damien.
One of the reasons why Gregory Peck accepted the role of a tortured father, conflicted with guilt, was because he hadn't been around when his son Jonathon committed suicide in 1975.
Mrs. Baylock was originally written as a warm, effusive Irish nanny. For her audition, Billie Whitelaw significantly changed the dialogue to create the cold, slightly sinister character that subsequently appeared in the film.
According to at least one biography of Gregory Peck, he took this role at a huge cut in salary (a mere $250,000) but was also guaranteed 10% of the film's box office gross. When it went on to gross more than $60 million in the U.S. alone, it became the highest-paid performance of Peck's career.
The biggest problem with shooting with Mrs. Baylock's ominous dog was that the animal was nothing like the creature he was supposed to be portraying. He wanted to lick and play with his co-stars rather than threaten them.