According to the New York Post:
In the chilling trailers for the film, you can’t miss this eerie tunnel where Emily Blunt’s drunken character, Rachel, gets entangled in some kind of crime. (No spoilers in this article!) The granite Station Road tunnel in the Spiro Park neighborhood of Irvington serves as an underpass along the Old Croton Aqueduct pathway.
Now a popular running, bicycling and walking trail, the path covers 26.2 miles of the original 19th-century aqueduct. The leafy, linear OCA Park runs from Van Cortlandt Park in The Bronx to the Croton Dam in Cortlandt.
Meanwhile, the film’s deputy location manager, Mara Alcaly, reveals that the atmospheric haze that contributes to the creepiness of the scenes was created by a mist made from glycerin and water. “I spent many an evening waiting for dusk on Station Road,” adds Alcaly, “sitting there with our mist machine.”
Taken with a Sony RX10 IV