 Nolan built only one set for the film , an " under @-@ the @-@ stage section that houses the machinery that makes the larger illusions work , " preferring to simply dress various Los Angeles locations and sound stages to stand in for Colorado and Victorian England . In contrast to most period pieces , Nolan kept up the quick pace of production by shooting with handheld cameras , and refrained from using artificial lighting in some scenes , relying instead on natural light on location . Costume designer Joan Bergin chose attractive , modern Victorian fashions for Scarlett Johansson ; cinematographer Wally Pfister captured the mood with soft earth tones as white and black colors provided background contrasts , bringing actors ' faces to the foreground . 
