“The Road” began filming in late February, mostly in and around Pittsburgh, with a later stop in New Orleans and a postproduction visit planned to Mount St. Helens. The producers chose Pennsylvania, one of them, Nick Wechsler, explained, because it’s one of the many states that give tax breaks and rebates to film companies and, not incidentally, because it offered such a pleasing array of post-apocalyptic scenery: deserted coalfields, run-down parts of Pittsburgh, windswept dunes. Chris Kennedy, the production designer, even discovered a burned-down amusement park in Lake Conneaut and an eight-mile stretch of abandoned freeway, complete with tunnel, ideal for filming the scene where the father and son who are the story’s main characters are stalked by a cannibalistic gang traveling by truck.