Talk about an all-star cast! Kate Hudson, Penelope Cruz, Nicole Kidman, Fergie and Marion Cotillard team up with screen legends Sophia Loren and Judi Dench to star in the musical Nine along with leading man Daniel Day-Lewis.

Nicole Kidman, Marion Cotillard, Penelope Cruz, and Kate Hudson were photographed by Annie Leibovitz for the November 2009 cover of Vogue magazine and the whole gang got together to talk about what it was like filming with a female all-star cast.

Vogue caught a glimpse of the killer costumes created by Oscar-award winner Colleen Atwood, who designed couture-like fashions that date back to the ’20s. Frilly garter belts, satin-and-lace bras, bustiers, hot pants, flapper dresses and fluffy ostrich-feather fans everywhere. The end result was a whopping 350 costumes and 200 pairs of shoes between them!

The film is based on Maury Yeston’s 1982 Broadway musical Nine. The magazine will go behind the scenes of the blockbuster movie musical, which tells the story of famous film director Guido Contini, played by Daniel Day-Lewis. The movie tells the story of Contini’s effort to balance his professional and personal lives, as he engages in dramatic relationships with his wife, his mistress, his muse, his agent, and his mother.

The leading ladies tell Vogue how thrilled they are to be part of the movie, with Hudson gushing, “I spent most of my childhood singing and dancing and just never had the chance to do it professionally. So when I got the chance to work with Rob, I was so excited, I was out of my mind.” Marion confesses to a childhood longing to do musicals as well, “It’s been my dream to do an American musical. When I was a child, Annie was my favorite. I just never thought I would get to do it.”

The ladies bonded during filming over their frantic work lives, family and fashion. Penélope loved living in the same apartment building as Kate and Fergie. “I’ve had some very long dinners with Kate, because she loves eating,” she says. “I mean four-hour dinners. We are exercising so much we don’t feel guilty at all.” Fergie, who had to gain weight for her part “started eating crap” to pack on the pounds. “I ate everything fried.”