Filming occurred right after the 1994 Northridge Earthquake which heavily damaged large parts of Los Angeles. The threat of aftershocks and damage to filming locations (such as the community center used for the Wrenwood scenes) kept the production team jittery.
Many interiors such as Carol's house were filmed in Todd Haynes' family and relatives' houses. The exterior of the St. Tropez restaurant (the next scene after the dinner where Carol doesn't laugh at the vibrator joke) was shot, remarkably, using the exterior of Haynes' parents house. The street that opens the film, is also the street where their house is located, and his mother's car can be seen in the shot.