John Baxter's book "Woody Allen: A Biography" (2000) states that Woody Allen later commented that "the character [of Marion (Gena Rowlands) was] . . . of all those in his work [the one who] most resembled him intellectually".
If Ben Gazzara had been cast in the role of Ken, then Gazzara would have starred in another film alongside Gena Rowlands, something that had been a trademark of their collaborations with Rowland's director-husband John Cassavetes.
According to the book "Woody Allen: A Biography" (2000) by John Baxter, "Embarking on another drama 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".
According to the book "Woody: Movies From Manhattan" by Julian Fox, production manager Joe Hartwick and producer Robert Greenhut "were often driven mad by Woody's perfectionism on Another Woman (1988), exemplified by a scene, already shot, which Woody decided to rewrite and shoot again on the very last day of filming". The scene in question ended up being deleted from the film.
According to Ian Holm's memoirs, the role of Ken was originally offered to George C. Scott who turned it down after refusing to read the script. Ben Gazzara was also considered before Holm was offered the part.
During the last third of the film's period of principal photography, in December 1987, actress Mia Farrow gave birth to Satchel, her son with Woody Allen. Farrow had a month off from working on the movie but then returned to complete her scenes. To accommodate the baby bump she had had, Farrow shot her remaining scenes with a padded stomach attachment.
Mia Farrow replaced Jane Alexander who had replaced Dianne Wiest. Actress Dianne Wiest was originally going to play the character of Hope but withdrew from the part due to illness. Wiest has five cinema movie collaborations with Woody Allen. In two of them, Wiest won a Best Supporting Actress Academy Award. Wiest appeared in both of Allen's then previous year's movies both debuting in 1987, September (1987) and Radio Days (1987). In the end, Mia Farrow was cast in the role after Jane Alexander's characterization didn't work out.
Julian Fox in his book "Woody: Movies From Manhattan" (1996) states: "After its [Another Woman (1988)'s] disappointing reception [Woody Allen] suggested that he should have made two movies one a money making comedy with himself and Mia or Diane Keaton as the protagonists, and another film, more serious, which would not do so well. But 'I wasn't good enough...to have it rise to the level I wanted'."