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".
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 Leon: 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. The characters of both Villanelle and Leon are assassins by profession.