The character of Lady Fay Zhu is loosely based on Anna May Wong (1905-1961) the first Chinese-American actress in Hollywood whose career spanned both silent and sound films.
Olivia Hamilton's character is based on Dorothy Arzner, one of the first female directors in early Hollywood, and the inventor of the boom mic. Due to the technical restrictions of early talkies, she asked to put a microphone on a fishing rod to avoid restricting the actors' movements.
Director Damien Chazelle said about working with Margot Robbie as Nellie, "I needed someone utterly fearless. I had a sense she would attack it. There's this sort of ravenous physical bravado to her. On the other hand, she's also the most technically skilled thespian you could hope to work with as a director."
Emma Stone was originally cast in the lead role, which was announced to be based on Clara Bow, but dropped out due to scheduling conflicts after the production was delayed because of the COVID-19 pandemic. After Margot Robbie replaced her, the role was reworked to become more fictional in nature.
Nellie LaRoy ices her nipples between takes. It was Jean Harlow's trademark back in the day.