Joseph Quinn didn't show Lupita Nyong'o the card trick he was performing until the day they actually filmed the scene so as to capture her genuine reaction.
The large majority of the scenes set in New York City were filmed in London. The film's crew built a rough replica of NYC's Chinatown vicinity on a London-area backlot for filming most of its early scenes, and many of the scenes set in the NYC Subway were filmed in various now-closed London Underground stations and tubes. The one major scene filmed on location is outside one of the film's few named locations: Patsy's Pizzeria in Harlem. The rest is mostly second unit & VFX work.
The cat Frodo was played by two cats named Nico and Schnitzel.
Patsy's Pizzeria in Harlem is considered by many to be the originator of New York style pizza.
Lupita Nyong'o was afraid of cats, and even asked Michael Sarnoski to change the animal that she had to interact with. When he declined, she underwent exposure therapy. She explained, "I was terrified of cats. I couldn't be in a room with a cat. I was suspicious of them. I was pretty sure they were out to get me. But I wanted to play Sam so badly, and she has this cat. So I had to face my fear. They hired someone to bring some cats to me in Los Angeles, and over a number of days, I observed the cats and asked lots of questions and when I felt brave enough, I touched one and then it was two, and before you know it I was petting one until I could hold a cat without freaking out." She conquered her fear and later ended up adopting a cat of her own.