Rocky IV was filmed in multiple locations across the United States and Canada:
- Jackson Hole, Wyoming : This area doubled for the frozen Siberian wilderness where Rocky trains. The small farm and rustic cabins seen in the film were shot in Mormon Row, a historic district in Jackson Hole near Grand Teton National Park. The mountain Rocky climbs and stands atop is Cody Peak in the Jackson Hole Mountain Ski Resort
- Grand Teton National Park, Wyoming : Used for many outdoor sequences representing the Soviet Union
- Philadelphia, Pennsylvania : Some scenes were filmed here, continuing the series' connection to Rocky's hometown
- Vancouver, British Columbia, Canada : The PNE Agrodome at Hastings Park in Vancouver served as the location for Rocky's Moscow boxing match. Vancouver was also a general filming location for various scenes
- Los Angeles, California : Rocky's house was filmed at 56 Fremont Place, Los Angeles. Additionally, some airport scenes were filmed at Los Angeles International Airport
- Las Vegas, Nevada : The fight scene between Apollo Creed and Ivan Drago was filmed around Bally's Las Vegas Hotel & Casino and the MGM Grand Hotel area
In summary, the film used Wyoming's Jackson Hole and Grand Teton National Park to represent Russia's icy wilderness, Vancouver for Moscow fight scenes, and locations in Philadelphia, Los Angeles, and Las Vegas for other parts of the story
