Chris Evans wanted to learn how to play the trumpet, and do the playing scenes himself. However, he found it much more difficult to learn and decided to simply learn the accurate fingering for all of the notes he's supposed to be playing in the film.
In an interview, Chris Evans said one of the reasons they liked Alice Eve was because she is British, and they wanted her character to have a British accent. After she was cast, however, Eve decided she wanted to play her character as American.
During the train scene Alice Eve's character describes feeling out of place during her time in London for her work and needing to get away. Ironically enough, Alice Eve is an English actress who splits her time living in London and Los Angeles.