 Inspired by her own past feelings of aimlessness, as well as a newspaper article detailing a woman's participation in a bank robbery, Loden wrote the screenplay for "Wanda" before securing financing through Harry Shuster, a Los Angeles-based producer.The film was shot on location with a small crew of around seven people, primarily in eastern Pennsylvania and Connecticut, and much of the dialog and filming was improvised, with Loden only loosely referring to the screenplay.