The backstage dressing room where Celeste has a break down before her concert is the same location used in Black Swan (2010) where the main character, Nina, also played by Natalie Portman, has a break down.
The director claims that "Vox Lux" means "voice of light" in Latin. The correct Latin translation would be "Vox Lucis." In Latin, a word's ending depends on its role in a particular phrase. "Vox Lux" is simply two nouns, "voice light".
The opening scene of the film references the real Columbine High School shooting several times. Outside of both take place in 1999, the image of a student helping another out of a second-story window is a recreation of an infamous photograph from Columbine, and the shooter's plan (and failure) to detonate a lethal car bomb comes from the Columbine perpetrators' attempt to do the same.
Rooney Mara was attached to the lead role when the project was announced. After the project was put on hold, Mara dropped out and Portman replaced her.
This is Natalie Portman's and Jude Law's fourth collaboration. The others were Cold Mountain (2003), Closer (2004), and My Blueberry Nights (2007).
In law enforcement and security circles, the term "active shooter" is used to describe the perpetrator of massacres such as the real-life ones at Columbine and Marjory Stoneman Douglas High Schools and the fictional one depicted in this movie. (For example, the U.S. government's Department of Homeland Security has an "Active Shooter Preparedness" section on their website.) In this film, the character of the school shooter is named "Cullen Active," meaning that he is literally the "Active shooter."
Following the car explosion in the opening scene Cullen pauses briefly to take out the blackout contact lens from his right eye but leaving the left one in: this subtly foreshadows Celeste's methanol abuse in later life that will contribute to the loss of vision in her left eye.