One of the problems with filming the scene with the piglets running away from the children was that the little pigs enjoyed being caught and cuddled, so they were very disinclined to run away.
For the scene where Nanny McPhee (Dame Emma Thompson) effectively takes over the unruly children, making them apparently start hurting themselves, a mime artist was brought in to train the children in the arts of mime and puppeteering. The scene took three weeks to rehearse.
Originally, it appeared that Dame Emma Thompson would not be able to play "Professor Trelawney" again in Harry Potter and the Deathly Hallows: Part 2 (2011), due to her duties as writer and producer of this movie. However, filming wrapped on this movie prior to the end of shooting on Harry Potter, and shortly before the latter movie wrapped, she was able to return to film her scenes, along with cast-mates, Ralph Fiennes, Rhys Ifans, Dame Maggie Smith, and her own sister, Sophie Thompson.
A pig shaped barrage balloon can be seen flying above Battersea Power Station as Nanny McPhee and the boys ride into London. Rock group Pink Floyd famously used an image of a balloon in the shape of a pig flying over Battersea Power Station on the cover of their 1977 album "Animals".
A real elephant had been cast for this movie, but unfortunately it contracted a virus and died.