In the 1930s the word "God" was not to be used trivially in the movies. Thus the line in Private Lives regarding a cigarette was changed from, "For God sakes give me one," to "Give me one for the love of heaven."
The original play opened in Edinburgh, Scotland, UK, and starred Noël Coward (who also directed), Gertrude Lawrence, Laurence Olivier and Adrianne Allen. After a 5-week tour of England, it opened a scheduled 3-month engagement in London on 24 September 1930, after which it came to Broadway, New York City, on 27 January 1931 and ran for 256 performances, closing in September 1931. Jill Esmond replaced Allen in New York for the role of Sybil. The very popular play had 6 Broadway revivals alone, the last in 2002, and is continually revived the world over.
Irving Thalberg, the film's producer and husband of the film's female star, Norma Shearer, had a camera crew film the first act of the play in New York with Noel Coward and Gertrude Lawrence so the cast of the film could see the timing for laughs. This film is unfortunately not known to have survived.
According to TCM, MGM was given permission to film a performance of the original Noel Coward play for this movie. The cast of the film studied the performances given by the actors in the play and tried to emulate them as much as possible. It is rumored however, that the film was destroyed immediately after its viewing by the cast of the movie and it has not been heard of or found since.