In a January 2022 New York Times article, Dave Itzkoff reports that by the end of the shoot Carrie Coon (who plays Bertha Russell) was eight months pregnant. Coon said, "There was a point where I couldn't wear a corset anymore. You'll see some cleverly-timed horses and some hand acting to hide my stomach."
Creator Julian Fellowes has said that he hopes to have a younger version of the Countess of Grantham, originally played by Elizabeth McGovern in Downton Abbey (2010), appear in the show at some point.
Creator Julian Fellowes revealed on HBO's official podcast for the show that George Russell is based on real-life robber-baron and railroad financier Jay Gould. Like the Russels, the Goulds struggled to gain acceptance among New York's old money elite, especially by de facto leader Mrs. Astor.
In several interviews with showrunner Julian Fellowes and Carrie Coon (who plays Bertha Russell), both have mentioned that Bertha is heavily based on the real-life Gilded Age socialite and activist Alva Erskine Smith Vanderbilt Belmont. In a March 2020 Vanity Fair interview with Carrie Coon, Julie Miller writes, "Fellowes has been clear that Bertha is very much based on Alva Vanderbilt, the turn-of-the-century climber who, like Bertha, had to elbow her way into New York City polite society with equal parts aggression and elegance. She famously marked her society entry--long resisted by the old-money snobs--with an elaborate ball for roughly 1,000 guests at the sprawling chateau she and her husband built on an entire city block." Alva was born in 1853 into a wealthy, slave-owning family from Mobile, Alabama. In her early 20s, she was married to William Kissam Vanderbilt, a grandson of Cornelius Vanderbilt (one of the original "robber barons," Cornelius Vanderbilt was a railroad and shipping magnate and the patriarch of the wealthy and influential Vanderbilt family). Alva was the one whose feud with Caroline Schermerhorn Astor regarding the Vanderbilts' continued rejection for membership in the Academy of Music led to the founding of the rival Metropolitan Opera House. Alva arranged a marriage between her first-born child--the teenaged Consuelo Vanderbilt--and Charles Spencer-Churchill, 9th Duke of Marlborough, a match that was considered paradigmatic of the "Dollar Princess" model of marriage whereby a wealthy but untitled American girl was matched with a cash-poor aristocratic British heir, thereby infusing his family with money and her family with status. Alva was in some ways an untraditional woman for her era and social class; she divorced W. K. Vanderbilt for his infidelity at a time when divorce was all-but-unheard-of in her circles; and after remarrying to another wealthy and socially prominent man, Oliver Hazard Perry Belmont, she became devoted to the the women's suffrage movement. Alva even tried to include Black suffrage activists in her voting rights groups, though that attempt proved unpopular with many of the other white suffrage activists. The marriage between Consuelo and Charles was so unhappy that, a quarter-century after Alva's divorce from Consuelo's father, Consuelo was also able to obtain a divorce (an even more rare occurrence then in British aristocracy than in American high society); Alva testified on her daughter's behalf at the divorce proceedings that she had forced her daughter into the marriage.
In January 2022, the New York Times's Dave Itzkoff reported that filming took place largely on sets constructed on soundstages on Long Island, though some scenes were shot on location in Troy, New York, Newport, Rhode Island, and the Museum of American Armor in Old Bethpage, New York.