Day 39 was filmed in two sections. For everything that takes place in the hut was filmed on a soundstage in New York City. Exteriors were filmed in Zia Pueblo, New Mexico.

 Zia Pueblo, New Mexico

Zia Pueblo, New Mexico

 DP Laurence Vanicelli in Zia Pueblo

DP Laurence Vanicelli in Zia Pueblo

 A possible hut on location

A possible hut on location

 Director Jesse Gustafson poses against a war-torn wall

Director Jesse Gustafson poses against a war-torn wall

 A wider view of the hut

A wider view of the hut

 More wilderness in Zia Pueblo

More wilderness in Zia Pueblo

 Shooting in wide angles - a possible look for the film 

Shooting in wide angles - a possible look for the film 

 Producer Joshua Cohen explores a cave as Jesse looks on, in the hills of Cerillos, New Mexico

Producer Joshua Cohen explores a cave as Jesse looks on, in the hills of Cerillos, New Mexico

 Nambe Pueblo, New Mexico. Another possible location for the film. 

Nambe Pueblo, New Mexico. Another possible location for the film.