After the crash, car interior scenes were shot on a stage, while all exterior scenes were shot on an actual cold snowy road, with trailers on location to keep cast and crew warm in between takes.
Neither of the two main characters' names are mentioned during the movie. In fact, none of the characters are named.
In the early part of the movie, the "guy" makes a right turn at a highway sign showing directions to I-476 or to Highway 606 on the route he takes, with the 606 sign shaped as for a Pennsylvania state highway. There is no State Highway 606 in Pennsylvania, however, so their location after taking the right turn is fictional.
Though the film is set on the day before Christmas, there's no holiday decorations or paraphernalia present in the film aside from the occasional Christmas song on the radio and a brief shot of Christmas lights on the windows of a gas station.