Fashion house Christian Dior recreated three dresses for this film that it had previously made for the real Wallis Simpson.
Wallis Simpson was a patron of the Paris couture house of Madeleine Vionnet in the 1930's. Her original orders are still held in the company's archives, and recreations of four of those gowns were made by the fashion house for this film.
The jeweler Cartier made ten recreation of Wallis Simpson's jewels for the film, including her emerald engagement ring and the famous panther ring. While filming in Nice, another of these recreations, the cross bracelet, got dropped in the surf and was lost. The other pieces were returned to Cartier after filming and destroyed so as not to devalue the original, authentic pieces.
James Fox and Laurence Fox are father and son in real life. James's elder brother, Edward Fox played King Edward VIII, the eldest son of King George V, in Edward & Mrs. Simpson (1978).
Madonna and costume designer Ariane Phillips drew on the former's friendship with John Galliano, the head of Christian Dior, to recreate Wallis Simpson's wardrobe. Simpson was famously a long-time patron of Dior.