The film was shot in ten weeks. Each storyline was filmed in weekly divisions.
In an interview, Julianne Moore revealed that Robert Altman warned her that the role of Marian Wyman had a lengthy monologue while bottomless and that her shirt wouldn't cover anything below her waist, so both sides of her would be visible most of the time as she's walking around. The actress said she not only agreed to take the role on the spot but also told Altman that she had a bonus for him: "I really am a redhead."
All of Jennifer Jason Leigh's phone-sex conversations are verbatim of the calls she heard when she was researching for the part.
In preparation for her role as a phone-sex operator in the film, Leigh spent time in actual phone-sex offices researching her role, during which time she claims to have read the call logs and recognized some prominent names, including two film directors she personally knew.
Annie Ross and Lori Singer's segment is a Robert Altman invention, and had no connection to anything Raymond Carver had written.