Gong Li as a real-life concubine
For about 10 years, Gong Li was Zhang Yimou's "er nai" which is the modern equivalent of a concubine. Er nai literally means "second breast/milk" but it is usually translated as "second wife." In the West we generally use the word mistress, and they used this word in the movie. However, in the movie they used the Chinese word "tai tai" for the mistresses, and this literally means wife.
Concubinage was abolished in China in the 1950's, but it wasn't outlawed in Hong Kong until 1971. It has a long history in China, and it has never completely disappeared. Today, it is actually making a bit of a comeback. Rich businessmen often take an er nai, and it is increasingly common for Hong Kong and Taiwanese men to have an er nai on the mainland.
The main difference between an er nai and a western mistress is social acceptance. In China, men don't hide their er nai, and "first" wives are usually aware that their husband has one. In fact, er nai are often paraded around in public as a sort of status symbol. Particularly in Hong Kong, many rich businessmen would never think of taking their "old" wife to many informal social gatherings. That is what the er nai is for. They are a bit like a trophy wife, but in China, the original wife is usually kept around to keep the house running.
Anyway, as for Gong Li being Zhang Yimou's er nai, I'm sure she was treated much better than Songlian was in the movie. Still, you have to feel a bit sorry for Zhang's "first" wife.