The toilet scene was filmed at Cinecitta, Rome

but the charlotte russe and hallway scenes were filmed at a building near the Chinatown end of Manhattan bridge


recent photo

Rooftops Scene

The rooftops scene was filmed in Manhattan on the roof of a building
at Broome Street and Mercer Street

Bird's eye view

map of the area

Frisbee Scene

Noodles takes the key hanging inside the mausoleum, collects a suitcase of dollars
and walks nervously by the waterfront

Filmed near to the Manhattan end of Brooklyn bridge

On the DVD commentary, Schickel thinks that the frisbee scene may be part of a longer scene.  The problem with this interpretation is that the original script is quite clear.  Throughout the movie Leone uses many intricate transitions, visual links and match cuts - a lamp in an opium den changes into a streetlight, rear lights on a garbage truck change into the headlights of a vintage car etc.  

There is no additional filming in the script - it is just another intricate transition. In The Hoods Noodles has a similar experience where he is nervously carrying
a suitcase full of money along a dark street.  He sees a stranger with a bulge in his jacket pocket.  The stranger reaches inside his jacket but it turns out to be a
false alarm.