The Farmer's Market sequence was shot guerrilla style, with permits, but without extras. Most of the people are real shoppers, and many of them didn't notice that Frances McDormand and Jennifer Aniston were among them. However, members of the paparazzi still managed to slip in, trying to get shots of Aniston.
Nicole Holofcener wrote Catherine Keener's role especially for the actress, and gave the script to her before anyone else. Keener assisted in attracting other actors to the project.
In order to play Aaron #1, Simon McBurney had to keep flying back and forth between Los Angeles, where the film was being shot, and London, where he was directing and acting in a play at the Royal Theatre. He made the trip about four or five times, staying in the U.S. for a couple days to shoot his scenes.
The dinner at the beginning of the film was shot in a real restaurant in Los Angeles. The film crew damaged the interior, leaving marks all over the walls. That scene was the first in which all the key characters were filming together at the same time.
The actress who provided the voice of Edie (the wife of Olivia's former lover) was actually Greg Germann's wife.