To add realism, Robert Altman had all the sets kept at freezing temperatures. The slight impairment to the lips in extreme cold is noticeable when the actors speak.
The entire movie was shot with the edges of the lens thickly smeared with a transparent substance. This is a common technique for creating a hazy or soft-focus effect, but it is usually used very subtly. The result here is every scene focusing only in a circular area in the middle of the screen; the edges, all around, are clouded and translucent. The effect is as if looking through a window with the edges iced over - in keeping with the set of the movie, in which every square inch, indoors and out, is coated with ice and snow.
The majority of the movie was filmed on the site of Montreal's Expo '67 World's Fair. This is the same location as the empty Man and His World Pavillion on St. Helen's Island. This island is connected to Montreal by Bridges and the subway. It was originally built for Expo '67 and remained standing there for several more years.
The pavilion was to be razed after filming was complete. Director Robert Altman had developed an affection for the silk-screened glass panels that he had used to heighten the lost-world sense of the movie's setting. He salvaged the 44 panels and for a time displayed them at his Lion's Gate studio. When he and his wife found an apartment in Manhattan in 1984, about a dozen of the panels - some as tall as 18 feet - became the dominant decorative feature. The history of the panels and the apartment, with photos, became an article in the March 1990 issue of "Architectural Digest," preserved online at www.sopot.org/altmanresidence.pdf.
The movie was classified with a number of 18+ film censorship classification certificates around the world for its violence, a rare adults-only classification for a Robert Altman film.