The Vanderbilt home, Biltmore Estates in Asheville, North Carolina was used as the filming location for the mansion that Larry finds himself living in with Cindy Jo and their children.
This was the film that convinced Michael Caine to return to the UK after nearly two decades in the U.S. He realized he was no longer an A list actor and was now being relegated to a supporting actor in Hollywood whilst his agent was still getting getting less lucrative but more prominent offers in the UK and Europe where he was still a reasonably big name. Caine took this role as it was only a week's work but reasonably well paid and used the money to start shipping his belongings back to Britain. He would still do the occasional U.S. made film over the next few years but these tended to be as either supporting actors or as little more than extended cameos.
The office building in which Larry Burrows (Jim Belushi) works is the former headquarters of the R.J. Reynolds Tobacco Company.
When Larry and Ellen are playing mini golf you can almost make out the side of an old a frame house in the background. The mini golf terrain was constructed on an overgrown thatch of land at the end of Patterson Ave. In an old neighborhood which was notorious for alcoholics and other nefarious types. Police and security presence camped out over the course of the shoot to ensure none of the golf structures were carried off.
The baseball team in the flashback sequence is from Richard J. Reynolds High School, located in Winston-Salem, North Carolina.