Russell originally intended to shoot "Valentino" in Los Angeles, but opted instead to anchor the production in England, as eighty percent of the film was to be shot on interior sets, and filming in the United States would have doubled the production costs. Principal photography began August 8, 1976 in Almeria, Spain, and spanned a twenty-one week period. The latter half of the shoot took place at England's Elstree Studios. Establishing shots of the coastline were filmed on the Costa Brava, and one day of the shoot was spent at a zoo in Barcelona. The Spanish locations served as stand-ins for California. The Blackpool Tower ballroom in Blackpool, Lancashire, also served as a shooting location, while the nearby Illawalla was used for some interior shots.