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The opening credits identify the nightclub used for location shooting as the Blue Angel Night Club in New York City. The closing credits include the following acknowledgment: "This picture was filmed with the obvious good will of many famous stars. The producers wish to thank them." A March 28, 1949 Hollywood Reporter news item noted that producer Harry Lee Danziger and the staff at Eastern Sound Laboratories in New York City "devised a collapsible dolly and special hangers for lights" for interior shooting. According to a December 1948 article in American Cinematographer, the picture was shot entirely without sound. Danziger and his brother, Edward J. Danziger, had been using a highly successful technique of sound dubbing to dub foreign films and decided to use it for Jigsaw, their first feature production. The Hollywood Citizen-News noted "a recording defect which makes the sound fuzzy, occasionally unintelligible, and frequently out of synchronization with the players' lips." American Cinematographer reported that the producers' search for "natural settings" led them to New York, where "not a single set was built for the entire production. Even the props were those found on the locations." Locations included the interior of the Brooklyn Museum, a Fifth Avenue pet shop, a night club, a large restaurant "of unique design," an apartment house interior and a warehouse. Jigsaw marked the screen directing debut of Fletcher Markle, who, along with Winifred Lenihan and many other cast members, had worked mainly in radio. Franchot Tone and Jean Wallace were married at the time of the production, but divorced shortly thereafter.