Sandra Oh has said that she 'waited' 30 years for a role as meaty as this. When she first read the script, however, she had no idea who the producers wanted her to play, assuming she would be a receptionist or doctor, or some such secondary role usually attached to Asian actresses. Needless to say, she was ecstatic when her agent, Nancy Gates, assured her she'd be playing Eve.
Sandra Oh has said that the most fun leg of the shoot was on location in Bucharest, Romania. Whenever she had to do a driving sequence and the low loader car rig would be impeded by parked cars, beefy Romanian men would appear and simply maneuver the cars out of the way by physically 'bouncing' them onto the sidewalks. A cacophony of car alarms would invariably ensue but the locals weren't fazed by any of it.
Villanelle's name is also a reference to the Italian poetic form known as a villanelle (or villanesque). Jia Tolentino (The New Yorker) even likened the entire Killing Eve series to the villanelle poetic form, writing that the show is about the "iteration of a recognizable pattern, its pleasures emerging in the internal twists".
Jodie Comer had been carousing with friends at a music festival in Barcelona (Spain), and nursing a hangover, when she got the call to audition with Sandra Oh in Los Angeles. Despite feeling her chances of landing the part were slim at best, she took a 13-hour flight to L.A. and after 5 minutes in reading with Sandra, the pair clicked.
The pyjama worn by Villanelle in the second season was specifically made for the show by costume designer Charlotte Mitchell. She used a fabric called "Comic Bubble Blue" and deliberately tailored the pyjama to make it too small for Jodie Comer to fit.
Jodie Comer was once offered to appear in Strictly Come Dancing (2004), but politely declined, and preferred to watch a live recording of the show with her mother and her grandmother instead. When fans noticed Comer in the audience, as a reference to her character Villanelle, they joked on social media that they were worried about the life of host Tess Daly.
In S02E03, the scene where Eve (Sandra Oh) approaches the hotel room door where Villanelle (Jodie Comer) is hiding, is almost identical to a scene in Leon, aka Léon: The Professional (1994). In both scenes, both Villanelle and Leon (Jean Reno) look through a spy glass at an approaching person. The location of the rooms in the corridor are near identical, as are the initial rooms that are breached by law enforcement / intelligence operatives. Both characters, Villanelle and Leon, are professional assassins.