Kenneth Branagh plays Laurence Olivier in this movie. Branagh and Olivier have both acted in or directed movie versions of William Shakespeare's "Othello" (Othello (1965) & Othello (1995)), "Hamlet" (Hamlet (1948) & Hamlet (1996)) and "Henry V" (Henry V (1944) and Henry V (1989)). In their respective movies about Hamlet and Henry V, they directed themselves in the lead role (and were each nominated for the Academy Award for Best Actor for their troubles), while Laurence Olivier played Othello in the 1965 film version of the play and Branagh played the villainous Iago on the 1995 film version. Furthermore Olivier directed and acted in Richard III (1955), while Branagh starred in a radio and audiobook version of the play. Even further, Olivier played Orlando in the 1936 film version of Shakespeare's "As You Like It", while Branagh directed, but did not appear in the 2006 film version of the play. Olivier also starred in the 1972 film Sleuth (1972) while Branagh directed the 2007 version of Sleuth (2007).
According to director Simon Curtis (in his DVD commentary), Judi Dench was unavailable for the principal photography period, and her role had to filmed about two weeks before the rest of the production. Throughout the film, Dench and Michelle Williams are never seen in the same shot, including one in which Dench shakes hands with (seemingly) Williams's arm being extended from off-screen. Adam Recht's deft editing gives the illusion that Williams and Dench are being filmed at the same time.
The notebook that Arthur Miller wrote and that Marilyn was seen crying over is most likely his initial draft of his play "After the Fall", which features a character that was a parody of Monroe. The play remains one of Miller's most unpopular works.
When Colin first drives onto the Pinewood lot, we see an actor coming out of a soundstage and acting silly. He's very likely intended to be Norman Wisdom, who was indeed shooting films at Pinewood during that time.
Dame Judi Dench who portrays Dame Sybil Thorndike, actually met her several times in real life. The first time was in 1958, when Dench was in Romeo and Juliet at the Old Vic. "She came round to see us afterwards and was so charming. We were young actors and she was lovely to us and strongly encouraging and gentle. I think they got very, very close to how Dame Sybil was in the script."
At the beginning of the film, just as Colin's voiceover states he was going to "join the circus," we see the sign for Laurence Olivier's production studio, including its address on Piccadilly. Whether coincidentally or meant as a tongue-in-cheek reference, there is a "Piccadilly Circus" in London. It is a road junction and public space in London's West End.