Late Night Shopping was largely filmed in Glasgow.
The tunnel at the end of the film is the Clyde Tunnel. It passes under the River Clyde, the major river running through Glasgow.
Saul Metzstein's debut feature drew comparisons with Danny Boyle's breakthrough movie, Shallow Grave (1994). Metzstein was actually a runner on the Boyle film.
Saltcoats beach and Saltcoats harbour feature in the movie