Filming
Principal photography started October 29, 1990, in Tucson, Arizona, which stands in for parts of the Los Angeles agglomeration. The main production center was the Tucson Convention Center. The bar where Johnson makes his first appearance, known as The Eagle's Nest in narrative, was The Bashful Bandit on East Speedway Boulevard. The pool cue used by Johnson in that scene was lent to him by uncredited writer Helfert. Tucson International Airport subbed in for Burbank Airport, while the aircraft boneyard was located at Davis–Monthan Air Force Base, on the city's periphery. The Alamo Apartments, where Harley lives at the beginning of the film, are a real place although they, too, are located in Tucson rather than Texas as portrayed in narration.
While much of the Las Vegas segment was actually shot at the defunct Dunes Hotel and Casino, the jump into the swimming pool (a callback to Butch Cassidy's cliff jump) was captured at the now closed J.W. Marriott in Century City, California, which had recently been used for a similar scene in Lethal Weapon 2. The 160-foot fall was performed by veteran stuntman and diving specialist Bob Brown, who doubled for both Rourke and Johnson as their characters jumped in succession. The exterior set for the Rock & Roll Bar and Grille was built on a parcel located on East Boyd Street in Los Angeles. The armored truck robbery was filmed near the Walker Foods warehouses on North Myers Street, also in Los Angeles. Big John Studd suffered an injury during his bike stunt, and later sued both Wincer and stunt coordinator Billy Burton, alleging that he had been poorly trained for the scene. The Great Trust Bank building was the then brand new Library Tower, enhanced by matte paintings from Jesse Silver. The billboard advertising the Las Vegas rodeo, under which the leads hang out, was also integrated into a Los Angeles background via matte paintings from Rocco Gioffre. The climax was filmed at a former foundry in Vernon, beginning on January 16.
Rourke's hero rode a customized Harley-Davidson FXRS (see § "Black Death" chopper). Marlboro's first bike was a Kawasaki Z1000, although he later steals an FXR from another character. Virginia Slim's police bike was a Honda PC800. The helicopter flown by Ginty's character was a Bell 222 rented from pilot and aerial filming specialist Rick Shuster of Helinet Aviation Services. The founder of short-lived apparel brand IXSPA, a riding acquaintance of Rourke's, received a cameo as a bartender and hoped to dress the film's characters in their licensed Harley Davidson line. In the end, the company only took credit for making some promotional jackets for the production.
According to a retrospective interview with Johnson, Rourke's tendency to hang around with his entourage threatened to bog down the film's schedule early on, but he quickly sorted out the matter with his co-star and they had no problems after that. Producer Jere Henshaw had a different opinion. Of Rourke, he told the Los Angeles Times, "I'd heard all the horror stories. But Mickey's been great. No temper tantrums at all." However, when asked to compare Johnson to his former collaborator John Wayne, he replied, "Don's not the Duke [Wayne's nickname]. He's not even a pimple on the Duke's ass!" Paul ran afoul of both leading men. He had a scuffle with Rourke, and Johnson tried to have him barred from the set. The writer took his share of the blame for the incidents, and chalked them up in part to his emotional investment in the project. Wincer reassured USA Today that the stars "have both been an utter delight." His diplomatic attitude failed to ingratiate him to Rourke, who told The Village Voice after filming, "I didn't care for the director. He didn't have any balls. Not even one. He came ball-less."
MGM was affected by financial shortcomings under the regime of controversial mogul Giancarlo Parretti, which came to a boil during the Los Angeles leg, as Rourke threatened to strike if he did not get paid, followed a few days later by members of the crew. The studio had paychecks delivered by messenger to resolve the situation. Filming concluded on January 25, 1991. The legal entity used by production was Harley Productions. Because of filming, Rourke had to cancel his participation to a three-round celebrity boxing exhibition against Thomas Hearns, planned for December 8 at the Trump Taj Mahal in Atlantic City, on the undercard of Tyson vs. Stewart. Johnson, a powerboat driver in his spare time, also missed the Offshore Professional Tour World Championships in Key West, and was replaced by fellow actor Kurt Russell.