Principal photography for "Terror Train" mainly took place in and around Montreal, Quebec, Canada. The shoot began on November 21, 1979, and was completed on December 23. The bulk of the film's train sequences were shot first, while the film's opening sequence was shot on December 22, 1979, the penultimate day of the shoot; filming of it took place at a real fraternity house belonging to McGill University. The final day of shooting (December 23) consisted of a small crew completing the footage of Kenny's body plummeting from the train into a frozen river below, which was shot on location in New Hampshire, United States. The stunt man was reportedly unable to withstand the freezing temperature of the water, leading art director Guy Comtois to play the part of the dead killer instead.