Director and screenwriter Todd Haynes decided that every scene should be from Mildred's perspective, and so required Kate Winslet to be in every single scene of the five hour miniseries. Winslet has publicly stated that this was her hardest shoot (around 18 weeks on set) since Titanic (1997).
During the DVD commentary, director Todd Haynes mentions that while on the set of this movie, Kate Winslet told Guy Pearce that he had been one of her biggest crushes when she was a teenager in the UK and he had a role on the long-running Australian soap opera Neighbours (1985).
The trivia item below may give away important plot points.
During a New York press event before the premiere of this movie, Evan Rachel Wood said that her costar and on-screen mother, Kate Winslet, had given her the courage to do her nude scene. Winslet, who has often appeared nude on screen, told Wood, "You've got to do it. Trust me, it's so brave." But Wood also revealed that she was not 100% nude in the scene - she was wearing a "merkin," a pubic wig. "Let's just say, I had to wear a wig because it was in the 30s, and everything had to look like it was in the 30s," she explained.