Even though Frank looks like a million bucks, the budget for the entire movie was barely more than that. Rocky Horror – both the movie and the character – were made on a budget. (Source)
For almost everyone on set, it was their first movie, making it quite a surprise to finish the shoot in less than six weeks and under budget. They did it at the expense of adequate heating though, as poor Susan Sarandon caught pneumonia during the swimming pool scene. Never underestimate the dangers of swimming in only your underpants. (Source)
The movie was filmed at a house near a film studio in the UK. Yes, it's real. It was used as Dracula's castle in Christopher Lee's Horror of Dracula (1958) before being taken over by interstellar transsexuals. The house became a hotel in 1979 and we hope they had nightly dance parties with the guests in the ballroom. Although, considering the dinner scene where they ate Eddie, we'd be wary about getting room service. (Source)
Sharman's cinematographer was Peter Suschitsky, who'd later go on to work with one of the biggest weirdoes in show business—Suschitsky is a long-time collaborator with director David Cronenberg, who put Viggo Mortenson in a naked knife fight in Eastern Promises and taught us that some people are turned on by car accidents in Crash (1996). Filming a rowdy group of aliens dancing to "The Time Warp" doesn't seem so weird after seeing those movies.