While the submarine chase sequence takes place in Russia, the actual footage was shot on Lake Mývatn in Iceland, which is frozen solid close to 25in deep. They could only shoot during winter, so the scene was shot before the movie even began officially filming.
Andy Gill: When we started, it was like, September, and all they had in the script at that point was a 12-page treatment. The only thing in it was an "Iceland Chase."
Jack Gill: We scouted a lot of different locations until we found Iceland, and originally we were going to do it on the south side, where they shot the James Bond film [Die Another Day], but we found out that it doesn't freeze long enough for our sequence.
A. Gill: I picked Mývatn because of the parameters. It wasn't much, it was only a town of 200. They had three hotels, so we tripled their population. Beautiful place, but in the middle of nowhere.