Despite Paramount Pictures suggesting that the production be shot in Canada, to substitute for Chicago, Gore Verbinski and Nicolas Cage both insisted that this movie be shot in Chicago for authenticity.
While shooting this movie in February, Director Gore Verbinski was surprised to find that the weather in Chicago was warm, as it didn't produce any snow. The Production Designers had to re-create snow from scratch, as this movie takes place during the winter.
The scenes at WCH and Hello America were shot on existing local news sets at two Chicago television stations. The WCH scenes were shot on the set of WGN, and the Hello America scenes were shot on the set for Telemundo Chicago/WSNS-TV.