The picture was filmed entirely in-studio (except for the opening credits). The clouds that you see out the window are made out of fiberglass. For the effect of a police siren coming towards the apartment building at the end, Alfred Hitchcock had an ambulance come at full speed, from several blocks away, straight to the Warner Brothers studio, siren blaring all the way. The sounds were picked up by a microphone suspended from the studio gate.
Another very notable thing about this movie is that there are only two cuts in the editing, If I’m right. I know there are two shots in the movie, but I don’t remember what happened in the title sequence or end credits.