Lenore's apartment scenes were filmed in Sunnyside,NY. The apartment was converted from a existing dental office. The Dentist was paid a hefty price for the use of his office for a one month period. When the filming was over The distraught dentist claimed damages and said it wasn't worth the price to close his practice for the filming.
This movie was filmed in multiple locations. Atlantic City, NJ, Long Island City, Sunnyside and Elmont,NY.
The car explosion scene was filmed on Renfrew Avenue in Elmont,New York adjacent to Elmont Junior High School. Curious students lined the area and were held back by crew and security as Brenda Vaccaro signed autographs to the masses.
When Cookie flops on her bed and opens a comic book, it is Gumby 3-D No. 4 issued in June 1987 with a cover price of $2.50.
Standing by the limo and wearing a fedora on surveillance video, Cookie is reading the Marvel comic book The New Mutants, No. 64, published June 1, 1988.
While the camera that Cookie uses resembles a modern slim digital camera, it was a Le Clic Ultra disc camera. Disc film was a short-lived format that came on a flat disc which allowed the camera to be compact and considerably thinner than other cameras of the time.
According to a contemporary article in People magazine, English actress Emily Lloyd lived with an Italian-American family in Brooklyn for two weeks to help her acquire her accent.
At one point, Falk's character is called "Dapper Dino". This is a reference to John Gotti, aka the "Dapper Don", who was head of the Gambino crime family in New York City at the time of this film.
The aircraft at the end of the film is a 1966 Piper PA-23-250 Aztec, registration N6235Y. As of 2020 it is still registered as airworthy with the FAA.
The limo Cookie drives her father around in is a 1985 Lincoln Town Car stretch limo done by AHA of Toronto, Canada. The bumper sticker on the front left of the car says "support your local police".