Most scenes in movies are strategically planned out, but sex scenes are often times improvised. “If it’s overly rehearsed or overly thought through, it seems like a bad soft-core porn on Cinemax,” said director Judd Apatow.
Actors often wear flesh-colored underwear while filming sex scenes, but just because their genitals are covered up, that doesn't mean they're any more comfortable. "You're alone with a man who's not your husband who also has a husband... he's in his underwear, you're in your underwear, and you're sort of dry-humping on a bed," said actress Rosamund Pike from Gone Girl.
Yes, sometimes men become aroused while filming sex scenes. During a sex scene, Desperate Housewives star Jesse Metcalfe experienced a minor (or major?) setback, saying, "As a matter of fact, in the first scene we ever had, where Gabriella and John first had sex, we were rehearsing and then the director was like, 'OK, get out of bed, we have to reset the set', and I was like, 'I need a minute.'"