7. Martin Scorsese actually offered Margot Robbie to use a bathrobe in the scene in which she seduces Leonardo DiCaprio. But she refused and insisted on doing it completely undressed, which is a first in her career.
She said that, “the whole point of Naomi is that her body is her only form of currency in this world,” and so she has to be naked and use that to manipulate her husband. It took Robbie three shots of tequila to relax herself before shooting the scene. Though she initially didn’t tell her family and friends about the scene, claiming that CGI was used to replace the head of the body double with hers, she soon changed her mind when the movie was released.
8. Martin Scorsese said that the scene in which Jordan tries to get in his car after being severely impaired by late-acting Lemmons was improvised while filming. It was Leonardo DiCaprio’s idea to open the door with his foot. But, he could only do the stunt once because he strained his back during the scene.
9. Leonardo DiCaprio received instruction from Jordan Belfort about his behavior, especially the various ways he reacted when he was on Quaaludes, including his confrontation with Danny Porush when he was high.
10. Leonardo DiCaprio was so nervous while filming the kissing scene between Joanna Lumley and him that it reportedly took twenty-seven takes to get it right.
11. Mark Hanna, portrayed by Matthew McConaughey in the movie, said that he actually bought 25% of Jordan Belfort’s company and even worked with him for more than two years, though it was not shown in the movie.
Mark Hanna was a co-founder of Stratton Oakmont between the years 1900 and 1993. He was also reportedly responsible for building a small boutique investment bank to raise money for small companies, hiring and training hundreds of salesmen and raising millions in several initial public offerings.(source)
12. During the scene in which Jordan and Naomi have sex for the first time in her apartment, they had trouble trying to get her dog to jump onto the bed and bite him. So, they had to put chicken livers between Leonardo DiCaprio’s toes.
According to Margot Robbie, filming the scene ended up becoming a comical experience. The dog trainers had to stand at the end of the bed trying to tempt it with dog treats to make it jump, while Leonardo DiCaprio had to have chicken livers between his toes. In the end the room got hot and sweaty, and smelled like dog food.(source)