A pivotal moment in the film involves Punjab and the Asp rescuing Annie from the "dolls" on a bridge. This sequence was filmed at the in Burlington, New Jersey. The bridge’s steel truss design offered a visually striking backdrop for the action sequence, contributing to the film's period-accurate industrial texture.

This geographical split mirrors the film's central conflict: the harsh reality of the orphanage versus the dreamlike salvation of the mansion. By analyzing where the movie was filmed, one gains a deeper appreciation for the production design choices that defined the visual legacy of John Huston’s only musical film.

While the exteriors were grounded in the grit of the Northeast, the interiors and the "fairy tale" elements of the film were constructed on the West Coast. This shift in geography is noticeable in the film’s lighting and set design, which transitions from the gray overcast tones of the orphanage to the warm, golden hues of the Warbucks mansion.