Nichols first saw Elaine May when she was sitting in the front row while he was playing the lead in a Chicago production of "Miss Julie," and they made eye contact. Weeks later he ran into her in a train station where he started a conversation in an assumed accent, pretending to be a spy, and she played along, using another accent. They hit it off immediately, which led to a brief romance. Later in his career, he said "Elaine was very important to me from the moment I saw her."