Rita Hayworth was pregnant during production. As a result, the musical numbers were filmed first, before the pregnancy began to show. As filming progressed, great care was taken to hide her growing belly with muffs, furniture and purses.
The DVD version of the film contains a less-than-five-minute documentary about the film, narrated by Patricia Clarkson. The short feature is called "Patricia Clarkson on Tonight and Every Night."
The "Music Box Theatre" in this film is the fictional representation of the real Windmill Theatre, located at 17-19 Great Windmill Street, Westminster, London. It has been the setting for three other films: Mystery at the Burlesque (1949), Secrets of a Windmill Girl (1966), and Mrs. Henderson Presents (2005).
Based on the Broadway play "Heart of the City" that opened at Henry Miller's Theatre, 124 W. 43rd St., on February 12, 1942 and ran for 28 performances.