Most of it was filmed in one building: a working mortuary. Embalming equipment can be seen throughout the movie, especially in the scene where Harvey Keitel and Steve Buscemi wash blood off themselves.
Many of the actors who auditioned and didn’t get cast wound up impressing director Quentin Tarantino so much he used them in later movies, such as Samuel L. Jackson (most of Tarantino’s future movies), Ving Rhames (Marsellus Wallace in Pulp Fiction), and Robert Forster (Jackie Brown).
Reservoir Dogs was the most anticipated movie of the 1992 Sundance Film Festival. It was expected to win a bunch of awards but ultimately won nothing.