Filming began in Britain, but because of the Blitz, the production relocated to Hollywood. There was such a long break in production, Sabu's early scenes had to be re-shot because he had grown several inches.
When filming began in the USA, the stricter US censorship codes were applied. One of the most obvious differences between the scenes shot in the UK and those filmed in the USA is that the tops of the actresses' costumes were buttoned up all the way to satisfy the Hays Office. That kind of clue makes it easier to identify the US-shot scenes than trying to spot differences in the sets.
Vivien Leigh was originally cast in the role of the Princess, but when, in late 1938, she won the part of Scarlett O'Hara in Gone with the Wind. Korda gave the role to young, up and coming starlet, June Duprez.
The first assigned director, Ludwig Berger, wanted his old friend, the 80-year-old Austrian operetta composer Oscar Straus, to compose the score. Miklos Rozsa only won the assignment by sitting in an office adjoining Berger's and playing his catchy melodies over and over again. The Viennese waltzes that Straus had supplied were quickly dropped in favor of Rozsa's sweeping and colorful score.
Most of the eighteen riders who clear the market prior to the Princess's procession are women. This may have been because so many men had been taken into the British armed forces.