According to Mia Farrow's autobiography "What Falls Away", Woody Allen filmed two or three versions of every scene, took all of the footage into the editing suite, cut the film together and then decided that he hated it. He then rewrote the entire script, fired and recast virtually every major part, and re-filmed the entire thing. This meant that he doubled his production costs and came in well behind schedule. Allen was reportedly keen to do it all again for a third time.
Woody Allen decided to make the film for two main reasons. One was because he had always wanted to do a "chamber piece", a film with a small cast (there are only six principal characters, and only nine in the entire film) in a single location. The other was for the location itself, Mia Farrow's Connecticut country house, which inspired Allen to write the screenplay with the intention that it would be shot at the house. Unfortunately, by the time Allen finished the screenplay, it was winter and the location was unusable for a movie so firmly planted in September. The entire movie (which takes place in Vermont) was shot on a single soundstage at the Kaufman Astoria Studios in New York.
In addition to these replacements, there was one more that did not even make it through an entire shooting. At the very beginning of shooting, Christopher Walken played the role of Peter but Allen only shot a few scenes with him before he decided that he was wrong for the part. Walken was replaced by Sam Shepard who, in turn, was later replaced by Sam Waterston.
According to the book "Woody Allen: A Biography" (2000) by John Baxter, "Embarking on another drama [Another Woman (1988)] immediately after September (1987) was a calculated risk. September (1987) hadn't been released when Allen started shooting in October 1987, and Orion still had every reason to believe that the earlier film would do well. Were that to happen, Another Woman (1988) could be the film that sealed Allens new standing as a dramatic film-maker".
One of five cinema movie collaborations of Woody Allen and actress Dianne Wiest. In two of them, Wiest won a Best Supporting Actress Academy Award. Wiest also appeared in Allen's other 1987 movie Radio Days (1987).
In Elaine Stritch's one-woman Broadway show, "At Liberty", she reveals that after the wrap party she had an attack of hypoglycemia at the door of her hotel room, and was rescued by the mini-bar attendant who gave her a Pepsi. This event caused her to completely give up alcohol.
Reportedly, Woody Allen had been a big fan of actor Denholm Elliott and had been trying to get him for years to be in one of his movies. Allen had particularly wanted him for his earlier and similar picture Interiors (1978).