To create authenticity, the production used actual lenses, cameras and sound equipment from the 1920s, and used the exact same lighting that would have been done. In addition, 'Gordon Willis' took the exposed negatives to the shower, and stomped on them.
In order to help create the look of genuine footage from the 1930s, DuArt, the lab that handled processing, called some of their experienced technicians (who were experienced with processing techniques of the 1930s) out of retirement.
Because it took so long to match Woody Allen to the old newsreel footage, Allen managed to film and complete A Midsummer Night's Sex Comedy (1982) and Broadway Danny Rose (1984), in the time it took to complete this. He later claimed that there is no mechanical way to 'age' film, so they would either scrunch the negative up, or stomp on it.
John Gielgud was originally cast as the narrator and recorded the entire narration for the film, but Woody Allen decided to recast the role after hearing it because he thought Gielgud sounded "too grand" for the part.
At the time Woody Allen's friend Dick Cavett was hosting a series of Time-Life historical specials for HBO in which a process was used to insert Cavett into archival footage. The process so intrigued Allen it became the impetus for making this film.
In 2007, Italian psychologists discovered a rare form of brain damage which affects its victims much like Zelig's condition (without, of course, the accompanying physical transformations). Researcher Giovannina Conchiglia and associates have proposed the name "Zelig-like Syndrome" for the disorder, because of the parallels to the film.
Silent screen legend, Lillian Gish, was filmed for a scene in "Zelig". She scolded director of photography, Gordon Willis, on his lighting set-up and, while the crew watched aghast, gave Willis step by step instructions on how to re-light the scene. Willis complied. The scene did not make it into the final version of the film.