Many scenes in the film are actually one continuous shot. The scene where Cole is visiting the gentleman's club during the song "Love For Sale" is a good example. The scene is supposed to be representing three different times where Cole was in the club. Most of the dancers are costume personnel who would perform costume changes on other actors and themselves and then walk back into the shot. Even the singer changes hair pieces and earrings in this shot.
The elderly Cole Porter make-up took 5 hours to complete.
Ashley Judd was almost not cast because the producers and director thought that she was beyond their budget. Her agent later told them that Judd was interested in playing Linda.