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The first set that was leaked was identified in Staten Island, NY. An abandoned store was converted into a Super Duper Mart, a fictional grocery store from the Fallout universe.
The historic Wendover Airport in Utah was chosen for the next filming location. Training for the deployment of “Little Boy” and “Fat Man” (the bombs detonated over Hiroshima and Nagasaki) was conducted here in the 40's
Wendover Airport is no stranger to movies. In 1997, the Nicolas Cage film "Con Air" was filmed here. In fact, to this day you can even see one of the planes used in the production of the movie.