The dog on the lost-dog poster is Michael Emerson's in real life, Chumley.
Among the pivotal sites in the Nautilus game is 30 Rockefeller Center, often known as "30 Rock", the headquarters of the National Broadcasting Company (NBC). The building is famous for its ice skating rink and Christmas festivities, the NBC studios tour, and its observation deck, "The Top of the Rock" where Finch and Claire have their final meeting.
The graffiti mural at the beginning of the episode was painted by New York artist Apache Gonzalez. The actual location of the mural is W 137th St by 7th Avenue in Harlem, not W 118th and Lenox, as displayed on Finch's phone.