The note that Joshua leaves for his father reads: "Dad,/Eaten lunch already/and gone to/The Brooklyn Museum of Art/having fun with Nunu and Lily." If you arrange the first letter of each line in order, it reveals an acrostic for "Death."
The Cairn family home videos actually were shot by Sam Rockwell, using a camcorder owned by director George Ratliff.
Vera Farmiga's haircut and hair colour in the film is a nod to Mia Farrow's character in Rosemary's Baby.