To create authenticity, the production used actual lenses, cameras, and sound equipment from the 1920s and used the same lighting that would have been done. In addition, Gordon Willis took the exposed negatives to the shower and stomped on them. As a result, even having shot and being acclaimed for The Godfather (1972) and The Godfather Part II (1974) before, Willis was greeted with his first Academy Award nomination.
In 2007, Italian psychologists discovered a rare form of brain damage which affects its victims much like Zelig's condition (without, of course, the accompanying physical transformations). Researcher Giovannina Conchiglia and associates have proposed the name "Zelig-like Syndrome" for the disorder because of the parallels to the film.
In order to help create the look of genuine footage from the 1930s, DuArt, the lab that handled processing, called some of their experienced technicians (who were experienced with processing techniques of the 1930s) out of retirement.
Cinematographer Gordon Willis has said of this film: ""There was a point when I thought we were never going to finish, a point when I thought I was going to go nuts. I have never worked so hard at making something difficult look so simple".
The archival film footage of F. Scott Fitzgerald seen in the picture is the only footage known to exist of Fitzgerald.