This was filmed at the same time as "The Blues Brothers", which created a conflict for Paul Shaffer. At the urging of Lorne Michaels, Shaffer chose to work on "Gilda: Live". His part in "The Blues Brothers" was given to Murphy Dunne and John Belushi is said to have remarked "Paul Shaffer is not a Blues Brother".

Gilda Radner's stage show was titled "Gilda Radner: Live from New York". It ran from August 2, 1979 to September 22, 1979 during her summer hiatus from Saturday Night Live (1975). Don Novello was nominated for a Tony for Outstanding Featured Actor in a Musical.

Performance filmed for the movie was August 2, 1979. Earlier that day very popular New York Yankees catcher Thurman Munson had tragically died in a plane crash, which cast a pall over not only Yankees fan Radner but the audience