Filming

The film was shot between June 14, 1982 and April 22, 1983. Leone also tried, as he had with A Fistful of Dynamite, to produce the film with a younger director under him. In the early days of the project he courted John Milius, a fan of his who was enthusiastic about the idea; but Milius was working on The Wind and the Lion and the script for Apocalypse Now, and could not commit to the project. For the film's visual style, Leone used as references the paintings of such artists as Reginald Marsh, Edward Hopper, and Norman Rockwell, as well as (for the 1922 sequences) the photographs of Jacob Riis. F. Scott Fitzgerald's famous novel The Great Gatsby also influenced the characterization of Noodles (or at least his relationship with Deborah). The famous view of the Manhattan Bridge shown in the movie's official poster can be seen from Washington Street in Brooklyn.

Most of the exteriors were shot on location in New York City, but several key scenes were shot elsewhere. Max and Noodles's beating by Bugsy and most of the interiors were shot in Cinecittà in Rome. The beach scene where Max unveils his plan to rob the Federal Reserve was shot in St. Petersburg, Florida. The interiors of the lavish restaurant where Noodles takes Deborah on their date were shot in the Hotel Excelsior in Venice, Italy. The gang's hit on Joe was filmed in Quebec.