While directing the love scene between Leonardo DiCaprio and Kate Winslet, director Sir Sam Mendes, Winslet's then-husband, opted to watch the monitor from another room. Mendes admitted that directing his own wife in a sex scene was awkward, but added that directing sex scenes are always awkward. Winslet found this very uncomfortable. "Leo's my best friend, Sam's my husband, this is a bit weird!" However, DiCaprio found it very easy, as "we've done this a thousand times before", while filming Titanic (1997).
Whilst shooting the scene where Frank and April Wheeler first meet and dance together, the director was blasting a ballad to set the scene. After take 13, someone changed the music to Céline Dion's song "My Heart Will Go On", the anthem from Titanic (1997). Initially, everyone paused, before Leonardo DiCaprio and Kate Winslet wordlessly spread out their arms and recreated the iconic pose of their Titanic characters. This resulted in applause and laughter from the 300 extras, energising the mood.
Director Sir Sam Mendes recounted that Leonardo DiCaprio and Kate Winslet would make each other laugh and tease each other in between scenes, then get in front of the camera and act disgusted at each other. DiCaprio said that whilst they were older physically, their relationship remained unchanged from when they would goof around together on the set of Titanic (1997).
Kate Winslet articulated that her relationship with Leonardo DiCaprio was so strong that she could instinctively tell when he wasn't happy with his performance in a take. They have both stated that their long-lasting friendship allowed their performances to be elevated, as they weren't afraid to ask more of the other.
It's never named in the film, but in Richard Yates' source novel, the play April acts in is Robert E. Sherwood's "The Petrified Forrest", written in 1935. In the play, the female lead, Gabby, dreams of leaving what she sees as a humdrum existence in the United States to move to France; this is also April Wheeler's dream.