The short answer is, we don't know, though not for any lack of trying to find out.
Released in 1995, for those who haven't seen it Leaving Las Vegas is a dark but touching romantic drama based on the semi-autobiographical novel of the same name by John O'Brien, who committed suicide a couple of weeks after finding out that his story was to be made into a film. Directed by Mike Figgis, it stars Nicolas Cage as an alcoholic who travels to Las Vegas with the express intention of drinking himself to death over a five-week period but upon arriving, he soon hooks up with a compassionate prostitute, Sera, played by Elizabeth Shue, in whose arms he finally dies. Cage won that year's Academy Award for Best Actor for his performance.
MGM purchased the rights to the book for $1.5 million and the movie itself was made on a shoestring budget of just $3.5 million (that's $500,000 less than MGM put in to marketing and publicizing it). So tight was the money that Figgis himself scored the soundtrack to his film, which he shot on Super 16 instead of 35mm film (a decision that actually adds to the raw quality of the picture). In a subsequent interview with website filmcritic.com, the director describes the realities of working within those financial constraints. "We didn't have any money, and we weren't pretending to be something we weren't," he explains. There was no way they could afford to shut down the Strip to traffic, as larger productions will do, so Figgis had to shoot with all the real-life traffic on Las Vegas Boulevard doing its thing which, he says, was "brilliant" for the added realism it brought to those scenes.
Still, while a lot of filming did take place in Las Vegas, including at Excalibur and Bally's, and in front of Circus Circus, the Mirage, and the Flamingo, what was perceived as the movie's negative connotations made many venues wary of associating their brand with Leaving Las Vegas. While the Nevada Film Office couched its advice to shoot elsewhere as essentially a money-saving proposition, in reality the Nevada Motion Picture Division stated that it would not be able to provide Figgis with real Las Vegas casino locations because "no hotel wanted to be associated with that kind of script". Hence, it was Laughlin's River Palms Resort Casino that stepped up and provided the location for the interior shots of the Gold River Casino and Resort in the film and a number of other scenes were also filmed in Laughlin.
While the scene in which Cage is drinking a beer underwater was filmed at Las Vegas' iconic Glass Pool Inn (formerly located at the southern-most end of the Strip but demolished in 2004), we suspect that the sleazy motel Nicholas Cage checks into in Leaving Las Vegas was among the locations filmed in Santa Monica (other shooting took place in L.A. and Burbank) and the Desert Song Inn that the couple spend a night at is a fictitious property, likely also filmed in California. We've been unable to pin down the whereabouts of Sera's apartment complex, either, frustratingly.
If anyone out there has the inside scoop, do drop us a line. We were able to find the names of the two location managers who worked on Leaving Las Vegas, but had not made contact at the time of this writing. If we manage to get hold of either of them and they can shed any more specific light on where these scenes were shot, QoD's readers will be the first to know!
