One of the songs in the film, "Following in Father's Footsteps," was originally performed by famous male impersonator Vesta Tilley in the London halls of Victorian England during the late 1800s, when "Tipping the Velvet" is set.
As Nan Astley explains to Florence Banner in the final episode, "Tipping the Velvet" was a Victorian euphemism for cunnilingus.
Author Sarah Waters was an extra in the series. She was a member of the audience to one of the shows. On the DVD she can be seen as such on the menu screen, and in the beginning of the movie when the credit "Based on the novel by Sarah Waters" is shown.
In an interview, Keeley Hawes said that she and Rachael Stirling got drunk before shooting the love scenes, but also said kissing a woman was not much different than kissing a man.
"Tipping the Velvet" is an archaic term for cunnilingus, oral sex performed on women. Tipping is another way to say licking, and velvet refers to the clitoris.