The shot of the lab Yelena blows up was an actual charged explosion set off on a floor of a building. There was no CGI in the shot.
Florence Pugh loves heights and wanted to be the one to jump off the Merdeka 118 building in the opening, and she incessantly emailed Marvel Studios president Kevin Feige about not using a stunt double. "As we got closer and closer to shooting, they said they don't think it's going to happen because it's a crazy insurance ordeal and obviously we're not going to throw [me] off the second tallest building in the world," Pugh said. "I was like what the f*ck? Of course we are! We have to do that." "I was being a sassy Karen emailing Kevin and saying it's going to do wonders for the press tour," she continued. "We have to do this! We're going to have three women break three different Guinness World Records and we'll do this and this. I had to keep on pushing and then they're like, 'Okay, if you want to fall off the second tallest building, we'll figure it out for you.'"
Florence Pugh actually jumped off the Merdeka 118 in Kuala Lumpur, Malaysia, which is the second tallest building in the world (2,227 feet tall) with no CGI or a stunt double. Pugh said that the stunt required so much willpower and adrenaline that "I fell asleep for three hours after I did the stunt because my brain [went down]."
The old Soviet parade Alexei watches on TV was an actual parade that took place on May 1st, 1981 in Moscow's Red Square. A younger Alexei/Red Guardian waving next to Prime Minister Leonid Brezhnev was digitally inserted into the historical footage.
Steven Yeun was originally cast as Robert Reynolds/Sentry, having worked with director Jake Schreier on Beef (2023). After filming was delayed due to the SAG-AFTRA strikes in 2023, Yeun dropped out due to scheduling conflicts, and was replaced by Lewis Pullman. Yeun expressed disappointment of not being able to do the film, and hopes to be cast in another Marvel project.