Filmed secretly over a period of 5 years at BAFTA headquarters in Piccadilly, London. Every area from the ground floor to the roof was used to create almost all the locations required for the film, including: Projection Room, Arabian Palace, Job Centre, Cinecittà Film Studio, Parisian Bar, Cinema, New York and London Production Offices, Elevator, Toilets, Cleaner's Cupboard and special sets for the dream sequences. George Warner also kept all of his costumes (including pajamas) at work in his locker for several years, as most filming was unscheduled and had to be fitted in around official bookings within the building.
In the opening scenes Andrei Basilashvili arrives by parachute after falling from the undercarriage bay of an Aeroflot flight from Moscow. To simulate his landing, the camera was wrapped in copious amounts of bubble-wrap and launched into a tree on Wimbledon Common. It fell through the branches as planned but landed in some dog poo, although this is not actually visible in the final shot.
George's guide book to Paris is in fact a book about helicopters, albeit with a specially printed front cover.
The gun used by 'Bitch with Pink Uzi' is an inaccurate replica welded together with pieces of scrap metal by the director Tim Higham.
21 members or ex-members of BAFTA staff appear in the film, either as actors or extras.