Jordan Peele gave the cast 11 horror films to watch so they would have "a shared language" when filming: Jaws (1975), Dead Again (1991), The Shining (1980), The Babadook (2014), It Follows (2014), A Tale of Two Sisters (2003), The Birds (1963), Funny Games (1997), Martyrs (2008), Let the Right One In (2008), and The Sixth Sense (1999).
The filmmakers did not need to do much work on the Santa Cruz Beach Boardwalk, as many games and rides are originals going far back as the 1910s. Also, indeed there is an underground tunnel system under the Boardwalk, though it is mostly used for storage and as a shelter in case of any emergency. There is no hall of mirrors (as shown in the film) on the beach.
Lupita Nyong'o based Red's voice on Robert F. Kennedy Jr. and specifically the spasmodic dysphonia he suffered from.
Like The Lost Boys (1987), several key scenes take place on the Santa Cruz Beach Boardwalk. This is even referenced in-universe, when Adelaide's mother (Anna Diop) says, "You know, they're shooting a movie over there by the carousel."
The words Get Out (2017), which was the title of Jordan Peele's previous film, can be seen carved into the sides of the entrance of the hall of mirrors.
Jordan Peele: [rabbits] The song "Run, Rabbit, Run" is used in the opening scene of Peele's previous film, Get Out (2017). The opening credits for "Us" feature a wall of caged rabbits, and rabbits are a recurrent theme throughout the film.
Jordan Peele: [characters walking or running straight to the camera] Gabe's point-of-view is seen as Abraham walks straight toward him.