The beach scene was filmed at Durdle Door in Dorset, a "world famous geological wonder" and a massive climb both down to the beach and back up again. Six tons of filming equipment was taken down to the beach by helicopter.
The voice of Mrs Partridge, proprietor of the agency to which Mr Brown repairs for a new nanny ("There's no more nannies! You've 'ad the lot!"), is provided by actress Phyllida Law, Emma Thompson's mother.
The location of the Brown's family house was just a huge muddy field covered in brambles. The crew had to bring in items and sets to build all of the village, the house, the tracks, the garden and the trees.
It took 5 years for Emma Thompson and her partner Lindsay Doran to look for the source material. At that time of scouting, the books were already out of print. This explained the reason that it took nine years to make this movie.
Originally entitled "Nurse Mathilda", Emma Thompson, who also wrote the script changed it to the current title fearing that people would associate the original title as her "Nurse Project". The name McPhee was suggested by her mother, Phyllida Law.
When Celia Imrie puts a worm into her mouth, it is not a prop or a special effect. She really did put a worm in her mouth and seemingly chew it, only to spit it out after the shot was in the can. No worms were harmed in the making of the film.
One of the main reasons for the title change from "Nurse Matilda" (the name of the books that Emma Thompson adapted) to Nanny McPhee (2005) was to distance it from the Roald Dahl character, Matilda, which was filmed by Danny DeVito in 1996.