Barney selected the location for the film several years before production began. He wanted to recreate the Chrysler Building as it looked during its construction in the 1930's. After researching old photographs of the tower, the digital effects artists, Matthew Wallin and Adam Martinez of the Mantron Corporation, applied scaffolding to a digital model of building to resemble its exterior during construction. "We grafted planks, beams, and metal framing to the computer model," says Matt Wallin. "It became this lattice type structure that Barney said reminded him of a beehive."

The maypole also posed a challenge. Initially, Barney had hoped to turn the 180-foot spire into a real-life maypole, but given the cost and danger of this proposal, getting permission seemed unlikely. Instead, he asked Wallin and Martinez to digitally render the scene using exterior footage of the building shot by helicopter. A number of scenes were also shot in the actual spire of the tower.

Later, sets were built to stage the rest of the filming. For instance, The Cloud Club, a private aerie, had to be completely reconstructed as a production set. By the time production had begun on the film, the actual Cloud Club had been entirely gutted. In reconstructing the space, Barney took liberties with its design, modeling it on photos of bars he had seen in Dublin. The Cloud Club was also positioned further up in the tower to incorporate the triangular windows, giving the space an off-balanced feel.

The elevator car that Barney sends plummeting to the lobby was also reconstructed as a set. Yet, Barney actually climbed elevator cables for the scene in the shaft. It was filmed in a neighboring fifty-story tower. Athletic agility and physical endurance have been recurring themes in Barney's work, often involving a character ascending and descending through a structure. Despite the strenuous and often dangerous circumstances, Barney prefers to perform all his own stunts. "That's kind of his thing," says Ryle. In Cremaster 3, in addition to the elevator shaft sequence, Barney scales the vertical sides of the ramps of the Guggenheim.