Throughout most of the film, Sarah represents conservatism and Nellie represents liberalism. On the park bench, Nellie says "Perhaps we have nothing in common" to which Sarah coldly replies "That's entirely possible". This is the set-up for the representation within the film of the division in contemporary society and politics.
When Sarah and Nellie are about to walk across Central Park, Sarah asks "Where are we going?" to which Nellie answers sarcastically "We're going to heaven." When Sarah and Nellie arrive at their destination - a waffle cart on Central Park South - the employee inside the cart is named Peter. The waffle cart is a representation of the "Pearly Gates of Heaven", which is guarded by Saint Peter.
Sarah is horribly afraid of insects. Her fear of insects represents society's fear of things they can't fully control, including but not limited to terrorism. When Sarah and Nellie happen to sit beside a number of bees on the High Line, Sarah tells Nellie "Kill them before they sting me", to which Nellie replies "Sarah, that's not a good strategy".
Some office scenes were filmed in Jersey City, NJ, but all other filming took place in Manhattan.
The film was filmed in several public spaces in New York City, including Central Park, Riverside Park (2 locations), Columbus Circle, Grand Central Terminal, and the High Line.