In preparation for his role, for about a year, lead actor Robin Williams studied Soviet customs and learned the Russian language. Reportedly, Williams spent five hours a day learning Russian and had learned to speak it well within a month. By the time of principal photography, Williams was at a proficiency level where he could carry out a conversation. Williams's teacher was a Russian actor called David.
Robin Williams spent months learning to play the saxophone and, according to his music tutor, achieved a level of proficiency that would normally take a student two years.
Appearing in this film was Russian actor Saveliy Kramarov who was a real life defector from the U.S.S.R. Kramarov had appeared in over 40 Russian films and was given permission to emigrate to the U.S. in the early 1980s. Kramarov gave up his Russian film career for small parts and religious freedom in the United States. This was Kramarov's first American movie and ironically, he played a KGB agent.
In an early scene Vladimir attempts to buy three pairs of shoes in a state run store, even though they're not even his size. Soviet stores often had little or no merchandise for sale. People would queue up and buy anything that was available, even if they didn't need it. These goods could later be sold on the black market or traded for something they did need. They could even be used to bribe nosy government officials, as Vladimir later does with his shoes.
Director Paul Mazursky spent a year's preparation on this movie by speaking with Russians living in the U.S., as well as ones still living in the then Soviet Union in Kiev, Moscow and Leningrad.