Due to the "original" footage that was filmed from 2 live shows, ending up with poor video and sound quality, the final cut of the film was shot entirely at Prince's Paisley Park Studios in Chanhassen, Minnesota, in his 12,500 ft. soundstage.
Of the 16 original songs on the 1987 "Sign 'o' the Times" album, "The Ballard of Dorothy Parker", "Starfish and Coffee", "Strange Relationship" and "Adore" were not performed in this film. "It", though not performed as originally recorded, did become a part of the "Forever in My Life" number. In addition, Prince's 1983 hit "Little Red Corvette" and a cover of Charlie Parker's "Now's the Time" are the only two songs performed in the film that were not from the "Sign 'o' the Times" album.
The only Prince film to receive two thumbs up by Gene Siskel and Roger Ebert.