Tallulah was among Selznick's and Cukor's first choices for Scarlett. In December 1936, she came to Hollywood for a much-publicized screen test. Selznick received a telegram from the governor of Alabama (Bankhead's native state) urging him to cast her. The test did not go well but before leaving the set, Tallulah'd managed to insult almost everyone in the studio.
The next day Louella Parson wrote in her column: "Tallulah Bankhead breezed into town last night to make a test for Scarlett O'Hara in GWTW. Her friend, George Cukor, is going to direct. Jock Whitney, another friend, is backing it, so I'm afraid she'll get the part. If she does, I personally will go home and weep, because she is not Scarlett O'Hara in any language and if Selznick gives her the part he will have to answer to every man, woman and child in America."
It was too much for Selznick: even if he still thought she was a possibility he had to reckon with the opinion of the press. Knowing Bankhead's temperament, he sent her a rejection as mild as he could come up with: "The tests are very promising indeed. Am still worried about the first part of the story (the question if she would look youthful enough) and frankly if I had to give you an answer now it would be no, but if we can leave it open I can say to you very honestly that I think there is a strong possibility. I should like to continue looking around and a little later on consider the advisability of making further tests with you either in New York or here using dialogue scenes from the script directed by George. These tests should be beneficial to your chances, because certainly one you get a chance to act, you should burn up the screen, and from our standpoint they would really give us a clear idea as to how you would be as Scarlett and how much your performance would offset other possible drawbacks. In short, I should like to say to you very sincerely that I think you are a definite possibility, but I cannot give you an answer for some time."

JOAN CRAWFORD

Joan was one of MGM's top stars and appeared with Clark Gable in movies such as Possessed and Love on the Run which were big hits and established the duet Gable-Crawford as screen favorites. But when it came to Scarlett, she was rejected as being "too hard-looking"

BETTE DAVIS

Bette Davis was public's number one choice for Scarlett but she turned down the role twice. 
For the first time even before the book was published. 
Warners wanted Bette to do a movie called God's Country and a Woman. They promised her that if she did this movie, she would get a great role in return - in Gone With the Wind- a role that she was born to play. She angrily left the office replying: "I bet it's a pip!" It was only months later when she realized what she had walked out on! 
After Selznick bought the rights to the book, she turned the role down for the second time. In her own words: "David Selznick wanted Errol Flynn and me on a loan-out from Warner Bros. Thrilled as I was, I knew Flynn was not good casting as Rhett Butler, and therefore my performance would be hampered. Oh if only I could have played it with Gable!" 
But Bette got a chance to play a Southern Belle in Warners' epic Jezebel which was released a year before GWTW.