You probably can't imagine anyone other than Helena Bonham Carter playing Bellatrix Lestrange, but she almost didn't get the chance. Helen McCrory was originally cast as Bellatrix, but she had to drop out of Order of the Phoenix when she got pregnant. Luckily, McCrory would be back as Bellatrix's younger sister Narcissa Malfoy in Harry Potter and the Half-Blood Prince. (Source)

You may be wondering why Kreacher the house elf appears in this movie when he's not really doing anything (except insulting Harry Potter). That's because J.K. Rowling warned the filmmakers that Kreacher would be needed in later films. S.P.E.W. might end up on the cutting room floor, but not Kreacher. (Source)

When it came time to cast the role of Luna Lovegood, the filmmakers held an open audition and over 15,000 girls showed up. Evanna Lynch, who'd never acted professionally before, beat them all out. J.K. Rowling even said she thought about Evanna's voice as she was writing future Harry Potter books: "She was perfectly cast […] she is Luna! She is very Luna-esque, in personality, and is just spot on for me." Wow. The queen has spoken. (Source)

Ever wonder why wizards take Ordinary Wizarding Level exams (O.W.L.s)? Probably because British school kids in the 1980's and 90's took Ordinary Level (O-Level) exams in their major subjects, too. Sure, the students at Hogwarts are worried about passing Charms, Herbology, and Ancient Runes, instead of English, Chemistry, or Maths, but the need to cram is still the same. (Source)

Some quick Black family history: Bellatrix Lestrange is the older sister of Narcissa Malfoy, which makes her Draco's aunt. Bellatrix and Narcissa also had another sister named Andromeda who was blasted off the family tree for marrying a Muggle. Her daughter, Nymphadora Tonks, would be Draco's cousin. It's a small wizarding world, after all. (Source)