The shooting of the film took place in Russia in the fall of 1993.  According to the behind-the-scenes featurette Underneath the Mission , included on the DVD release, this was one of the first American-produced comedy films to be allowed to film in Russia itself, with scenes filmed involving the Bolshoi Ballet , and on Red Square . Production was temporarily halted due to the October 1993 constitutional crisis and the damaged White House, Moscow is clearly visible in one scene. Despite the conflict, production was allowed to resume with one of the first scenes after the conflict being filmed at Moscow's airport. According to an interview with Michael Winslow , in the Underneath the Mission featurette, the scene where he performs bike tricks involved him wearing a wireless microphone in order to pick up his comedic sound effects. Unknown to the production crew, the frequency used by the microphone was the same as that used by the military, resulting in officials descending upon the film crew (though the incident ended on friendly terms, says Paul Maslansky).