While not listed in Filming Locations, the fleeting shot (possibly stock footage) of the black and white car hurrying along a city street toward the "Vicente Hotel" was shot in San Francisco at the corner of Columbus Avenue and Kearny Street.
The front exterior of the "Vicente Hotel" in this episode was also used, without the hotel name visible, for establishing shots in the previous AHH episodes "A Nice Touch" and "Three Wives Too Many".