The film's pivotal opening sequence – in which Lowen Ashleigh witnesses someone being struck by a vehicle and is herself splattered with blood – was filmed on March 12, 2025, on 41st Street in Midtown Manhattan.
On the corner of 41st Street and Park Avenue, Johnson appeared to film the scene from the book involving a car accident, with Hartnett arriving as Jeremy Crawford crosses the street alongside her. Set photographs show Johnson splattered with fake blood on her face and clothes, with Hartnett beside her outside Grand Central Terminal.
The production used Pershing Square – the pedestrian plaza and surrounding area at the corner of 42nd Street and Park Avenue, directly outside Grand Central Terminal's south entrance – as the primary filming address for the sequence.
Principal photography began in February 2025 with Anne Hathaway and Josh Hartnett shooting on location in Queens, New York – before Johnson joined the production the following month. The Queens location work is associated with Broadway Stages in the Glendale neighbourhood – one of New York's most established production facilities.
Hathaway and Hartnett were also photographed running through Manhattan streets holding hands while dressed in semi-formal attire – one of the more striking images from the New York shoot, suggesting a scene from the Crawfords' life before the story's darker revelations take hold.