The McGinley Square neighbourhood of Jersey City was turned into a film set in April 2025, with multiple storefronts altered to fit the production's needs. Elsewhere in Jersey City, a decommissioned fire station at 38 Mercer Street in the Van Vorst Park district — now used as an events space — became the apartment window through which a mysterious red cardinal flies into Margaret's life. Margaret's television studio, where she begins emitting strange alien sounds live on air, was filmed at the New Jersey Institute of Technology in Newark.
In Greene County, New York, the production set up in the Catskill Mountains, including the town of Catskill, with extras used to populate diners, hotels and roadsides. In the village of Haines Falls, Selena's Diner & Pizzeria on Route 23A became the spot where Jane phones a monastery for theological advice. That monastery — called the Monastery of St Clare of the Dawn in the film — is actually the Community of St John Baptist, an Episcopal convent at 82 West Main Street in Mendham, New Jersey.
The WARDEX corporate facility, set in "Virginia" in the story, is actually the Pfizer research campus in Pearl River, New York — a town about 20 miles north of Manhattan. Further filming took place in Huntington on Long Island and in White Plains, the county seat of Westchester County. A vast warehouse in the Bronx was used to meticulously recreate Margaret's childhood home.
Studio interiors were completed in Atlanta, Georgia, complementing the extensive location shoots across the Northeast. Establishing shots of the fictional Kansas City skyline used real Atlanta landmarks, including the Georgia State Capitol, Bank of America Plaza, Truist Plaza, and the Georgia Pacific Tower.
