 Many of the opening scenes of the episode were filmed on location in the United States . The sequence where Delaware chases Amy was shot in the Valley of the Gods in Utah . Gillan found it difficult to run because of the altitude . The scene in which Amy confronts Canton was originally watched by three Silence in the script , but this did not make it to the film version . The sequence where Delaware chases Rory was shot at the Glen Canyon Dam in Arizona . The Dam sequence was the final scene to be shot in the States . " The Impossible Astronaut " and " Day of the Moon " marked the first time that Doctor Who has filmed principal photography footage within the United States . The sequence where Delaware chases River in New York was in fact shot in central Cardiff . A set was later constructed in a studio for the jump sequence , and Kingston was replaced by a stunt woman to perform the jump . The scenes set in Area 51 were filmed in a large disused hangar in South Wales . 
