Shakespeare in Love goes for that authentic 16th Century feel. Clothes that look like they haven't been washed in weeks. Dusty streets. Chickens. Lanterns. Horses and carriages. No fancy special effects needed—although Joseph Fiennes and Gwyneth Paltrow are so pretty, they're special effects themselves.
The filmmakers used Broughton Castle in Oxfordshire for the estate of Viola de Lesseps, and they rebuilt the Rose from scratch for one of the film's most iconic sets. The actual sets transport you to the Elizabethan theatre, as if you're there.
And one day, you may get to go there without tearing a hole in the space-time continuum. After filming, the producers gave the Rose—the whole thing!—to Dame Judi Dench. Did they wrap it and put a bow on it?
The plan was to bring back the authentic theatre of Shakespeare's time, and stage productions there for the public, but as of 2009, it doesn't seem like anything has been done with it. She must have a really big basement to store the thing. (Source); (Source)