All of Sacha Baron Cohen's characters have Twitter accounts which were regularly updated during the run-time of the show.
Makeup Effects Designer Tony Gardner stated that the most stressful job possible is pulling off a prosthetic character makeup in broad daylight, nose to nose with real people, and making them believe the character is a real person. He had to pull this off for every episode, with every character, or else there was no interview possible, and thus no show.
Sarah Palin wrote on social media that she and her daughter were "duped" into appearing on the show. She said that she was invited to appear on a "legit Showtime historical documentary" and that she was "purposefully" taken to the wrong airport after the interview and missed her flight home. Her interview did not make it into the show.
According to Cohen, there was a botched interview with Ben Carson, with him playing OMGWhizzBoyOMG. During the interview, one of the Secret Service members protecting Carson got suspicious of the interview circumstances, and he pulled Carson out of it at the last moment. Cohen then escaped the hotel where the interview was taking place, and it ended up not going into the show.
Gio Monaldo, the billionaire fashion photographer from Milan, is loosely based on the real Italian millionaire, Instagram star and playboy Gianluca Vacchi.