The song "In Black and White" (from the album Unia) was written by Tony Kakko back in 1996, but wasn't released until 2007.
The only song written by Jani Liimatainen, "My Selene", has never been played live.
Henrik Klingenberg sings in a thrash band called Mental Care Foundation.
Elias Viljanen has three instrumental albums out. On the last one, Marco Hietala and Tony Kakko were guest vocals, Henrik Klingenberg played keyboards and Jari Kainulainen played bass.
The songs "The End of This Chapter" on Silence, "Don't Say a Word" on Reckoning Night, "Caleb" on Unia and "Juliet" on The Days of Grays are all connected. It's a story about a disturbed man who desperately loved a woman to death. More info can be read here.
In the song "Letter To Dana", the name Dana comes from The X-Files character Special Agent Dana Katherine Scully, M.D.
A song called "Gate of Fear" has been circulated on the internet (such as through the P2P program LimeWire), mistakenly attributed to Sonata Arctica - it is actually by the Swedish band Zonata.
From the live album 'For the Sake of Revenge':

- On "Black Sheep", Tony Kakko sings different lyrics after the intro. Instead of singing "In love with the maiden, the flower of winter, lowbrow children, in grove of the inland", Tony sings "We're not Iron Maiden, we're not from England, we are Sonata, and we come from Finland." After this, however, Tony sings the lyrics as heard on the 'Silence' album.

- In the middle of "Kingdom for a Heart" they play few lines from "Letter to Dana".

- In "Kingdom for a Heart", Tony changes the line "Treasure and crowns don't mean a thing" to "Treasure and crowns don't mean a shit".

- In the song "Shamandalie", Tony Kakko also changes the line "Time went by" to "Years went by".

- In "FullMoon", Tony changes the lyrics from "Sitting in a corner all alone" to "Standing in a corner all alone".
Tony Kakko also sang on a 2006 Christmas compilation called 'Raskaampaa Joulua' where musicians of heavy metal/rock bands sing Christmas classics.
Mika Niilonen and Nik Van Eckmann, who recorded spoken passages on Silence and Reckoning Night, were Toni Kakko's school teachers. Apparently, Nik Van Eckmann is also a wildlife filmmaker.
The computer game Winterheart's Guild was being developed by Zelian Games, based on Sonata Arctica's music and was to feature some exclusive new tracks. The project was cancelled in 2010.
Shamandalie is just "sham and a lie", written in one word.
Tallulah means 'Leaping Water' in Choctaw Indian.
All Sonata Arctica studio albums have a name in one of the songs title: Dana in Ecliptica, Tallulah in Silence, Victoria in Winterheart's Guild, Selene in Reckoning Night, Caleb in Unia and Juliet in The Days Of Grays. Additionally, there's also Mary-Lou, which appears on the Japanese version of Ecliptica, several singles and the Orientation EP.