Filmed in Las Cruces NM and NYC
I'm not sure why Albuquerque NM is listed as the filming location. The first part of the movie was filmed in Las Cruces NM. Numerous hotels are shown with the name Las Cruces in them and the ambulance that picks up the bodies has the name Las Cruces on it. Several interstate signs in the 18 wheeler scenes show the cut off to Alamogordo NM.
The last half of the movie was filmed on Roosevelt Island in NYC.