A set near Prietralata, Rome was used for the interiors of Fat Moe's Diner and Speakeasy, Gelly's Deli, back room of Gelly's Bar, Deborah's dance routines and the alley next to Fat Moe's.

The Teatro la Cometa, Rome was used for the Shadow Puppet Theater and Cinecitta Studio, Rome for the toilet scene, the opium den above the Shadow Puppet Theater, the place where Noodles buys a bus ticket and rents a car, the Reginald Marsh/Big Apple murals, Van Linden's Office - the diamond robbery, the hospitals - baby changing and Jimmy getting treatment, Peggy's whore house and Secretary Bailey's study

A very large disused abattoir/slaughterhouse was used for the scene where the gang rescue Jimmy from being set on fire in a tank of gasolene. This is the Ex Mattatoio di Testaccio Roma.

From the movie

Photo of the abattoir which stopped being used as a slaughterhouse in 1975

Some of the abattoir has been renovated

and cultural events are now staged there

The front of the building no longer looks like an abattoir
MACRO = Museum Of Contemporary Art Of Rome

map of the area showing its close proximity to the centre of Rome

The abattoir was to the left of the A marker

and is No. 5 highlighted in yellow on this aerial view

Further info at:  Ex Mattatoio di Testaccio Roma