Filming began on Saturday the 17th of February 2001, on location in Locksbottom, Kent. A third floor flat above a parade of shops was the setting for this study of isolation and breakdown in communication.

The shooting schedule was extremely ambitious, with 38 shots planned for 1 ½ days. The director Mark Frost had spent the previous three weeks creating a detailed shot list, using a new version of the script, which had only just been completed. Shooting began at 13:30, the first shot planned was 19b, an extreme close up of a pen and the diary which becomes the centrepoint of the story. This shot required three takes, due to the complicated framing, which required the actor, Chris Fox, to walk from the background to the foreground, hitting two marks. The rest of the days filming went much the same, without too many problems. Only one shot causing headaches: A tracking shot requiring the camera to pan right, in close up on the seated figure of Chris writing in his diary. After over an hour and 30 takes later, the frustrated team reviewed the footage and discovered an earlier take was more than useable.

The day's filming concluded at 21:30, with three-quarters of the planned shots on tape.A rewarding trip to the nearest pub was next on the call sheet, hampered by warring locals who fought valiantly against the fascist bouncers.

Sunday's filming started shortly after midday, with a combination of interior and exterior shots in the flat location, filling in the gaps on the shot list. With all the planned shots finished ahead of schedule, it was decided to head for Orpington Station to try and get ahead start on the final scene, which takes place on a train heading towards London. Although rushed, the shots were quite impressive. Two weeks later the last shots were filmed on the other side of London. Locations included New Malden station and the Hogsmill river in Berrylands, Surbiton.