This was filmed at the same time as The Blues Brothers - I fratelli Blues (1980), which created a conflict for Paul Shaffer. At the urging of Lorne Michaels, Shaffer chose to work on this film. His part in The Blues Brothers was given to Murphy Dunne, and John Belushi is said to have remarked, "Paul Shaffer is not a Blues Brother."
Gilda Radner's stage show was titled "Gilda Radner: Live from New York". It ran from August 2, 1979 to September 22, 1979 during her summer hiatus from Il Saturday Night Live (1975). Don Novello was nominated for a Drama Desk Award for Outstanding Featured Actor in a Musical.
Of the five performances filmed for the movie, one was August 2, 1979. Earlier that day, very popular New York Yankees catcher Thurman Munson had tragically died in a plane crash, which cast a pall over Yankees fan Gilda Radner and the audience.
The prop storybook that Emily Litella reads called "Tiny Kingdom" is a modified Big Golden Book of Walt Disney's Peter Pan.