Filming in the Red Light District in Amsterdam is strictly forbidden, so the red light district scenes were shot in Rotterdam. The window Ellen ten Damme is selling herself in is actually an art exhibition space called Showroom MAMA. At the time, MAMA had their gallery space converted into a brothel for an exhibition on sex in the arts. A coincidence that worked out really well for the production crew.
According to the filmmakers, they were looking for the worst possible establishment in Amsterdam, and found the hotel Roma. The hotel management was not aware that their house would be portrayed in a negative matter. Only after filming began they learnt the truth. But the management kept to the contract and filming could be completed.