According to Sam Staggs's book 'Close-Up on Sunset Boulevard', the film is now considered lost except for a trailer.
Most of the film was shot on location in France, due in no small part to Gloria Swanson's influence at the studio. She also helped to secure many of the filming locations (Chateau Fontainebleau, for example) herself.
Gloria Swanson met her third husband, Henri de la Falaise, while at work on this film in France. Though a Marquis, he was not very wealthy, and was employed on the film as an interpreter and probably also as an extra.
In a 1970 interview, Dick Cavett mentioned that he heard they shot a movie and needed to set barrels on fire, and one of them was filled with the only prints of silents films, and he thought "Queen Kelly" was inside. Gloria Swanson got very upset at his mention, and replied that it was actually "Madame Sans-Gene" which was in that barrel.