Sandy Williams never once removed her wig. Throughout the course of training the recruits never got the chance to see her without it. It caused much speculation as to what was 'under there'.
Spy School was filmed in a real disused underground station, Aldwych, which was a section branching off from the District and Circle line. Much of the original station interior remained with a few additions for artistic purposes. The Breifing Hall was the original ticket area with the two lifts for the platforms disabled and used as a library and a kitchen area.