Even though in the film Wes and Claire have a relationship that is pivotal for the plot, the actors playing them were never on set together and didn't even get to meet each other.
Since Sunset Park closes after 1:00 a.m. the crew and actors had to sneak in to get the last shots of the sequence in which Cora and Wes talk at the bench.
The moment were Cora fails to open the door to Claire's apartment was improvised by the actors, as Sophie, who played Cora, didn't know which key opened the door.
The long shot after the park sequence was improvised by Sam Wolff, the cinematographer, because the shoot was off schedule and there was no time to get coverage. The last take was the one that was used.
The montage in which Cora takes the subway and walks through Manhattan was shot at 5:00 a.m. on a Monday in order to create the illusion of an empty Manhattan.