Scenes taking place on the streets of Moscow were shot in Budapest, Hungary.
Recorded in Budapest and in the famous beautiful Café New York at the Boscolo Budapest Hotel. The car chase scene goes on at the Andrássy ut - street, which can be seen, if you look at the sign on the corner of one of the building.
The last ten minutes of this episode were shoot at the Hungarian Royal Palace, with the Buda Hills of the capital in the background.