Principal photography began in New York City on October 28, 1983. During the first day, Reitman brought Murray to the set, still unsure if he had read the script. Filming in New York lasted for about six weeks, finishing just before Christmas. Reitman was conscious they had to complete the New York phase before they encountered inhospitable December weather. At the time, choosing to shoot in New York City was considered risky. In the early 1980s, many saw the city as synonymous with fiscal disaster and violence, and Los Angeles was seen as the center of the entertainment industry. In a 2014 interview, Reitman said he chose New York because "I wanted the film to be...my New York movie." As Reitman was working with comedians, he encouraged improvisation, adapting multiple takes to keep cast inserts that worked, but directing them back to the script.