The "Time Out Dog", specifically created for the pilot, was crafted out of a massive tree in the weeks before production began. Big Bear employees were so impressed by the dog that they asked the producers if it could remain on the mountain. It resides there to this day.
Director Alan Yang would play the song "It Never Entered My Mind" by Miles Davis on set during the filming of each sequence of the montage to maintain consistency through the entire opening piece.
The ski trip sequence was filmed at Bear Mountain located in Big Bear, CA. Temperatures were quite high during production, so snow was added by VFX artists in post-production.
Oscar's dental office was shot at the Simi Valley Business Complex, the former home of Countrywide Financial.
The set for June and Oscar's lake house was located in Agoura Hills on the beautiful Malibu Lake just west of Los Angeles.