The exteriors for the opening "heist" scene was filmed is Puerta Del Sol. The director said it was one of the most difficult things he ever had to film, because Puertra Del Sol is in a 'totally central location', impossible to build a set for and recreate, and could not be shut down temporarily for filming. He said they had to make it a "guerilla shoot" as far the exteriors (and some brief interiors). The store that offers to "Turn Gold Into Cash" that is robbed during the heist is an actual store, and the real store-front was used.
During the opening montage, some famous "witches" can be seen. With no particular order, there are British serial killer Joanne Dennehy, German chancellor Angela Merkel, Mary Queen of Scots, Mexican painter Frida Kahlo and Prime Minister Margaret Thatcher.