In the scene with Lydia and the stew pot, dry ice was used to give the impression of vapors and heat. However, a small fire was lit under it, and when filming resumed, between takes Marlene Dietrich assumed there was no real heat and suffered second-degree burns to her hand. She refused to hold up production and instead kept dipping her hand in the pot that had been refilled with ice water.
Due to a labor dispute, the principal actors had to live on the set for a few weeks to avoid crossing picket lines. Marlene Dietrich took the time to learn how to play the zither; it was said she drove the rest of the cast and crew mad with her attempts to perfect her technique. Her efforts paid off, however, as illustrated in the scene where she plays the zither very competently.
Marlene Dietrich prepared her gypsy character by spending several weeks in a gypsies' camp in the suburb of Paris.
Dutch rock group Golden Earring took their name from this song. They are best known for the song Radar Love.
In the climax where Lydia is escaping though the wilderness from the Nazis, in some shots she is seen wearing high heels and at other times appears in bare feet. This was because Marlene Dietrich refused to wear high-heeled shoes in spite of the fact that shots had already been filmed with her stunt double wearing heeled shoes.