The shots where the camera moves through walls are not after effects, they were captured in camera
The cute car that Scorpio drives (steering wheel on the opposite side) was made in Japan over 30 years prior to filming. Only 4 were imported into the U.S.. This one is owned by comedienne Wendy Hammers.
The Director insisted on being naked while directing all nude scenes out of respect for the actors. The crew was unimpressed.