The sets in Brazil were designed to look like "the century was
compacted into a single moment," the style being eclectic. In order
to create this sort of mood, Gilliam's film was shot on-location at
many locations in Europe.
Sam's apartment building actually existed in France, at the Marne la Vallee, a huge apartment complex designed by Ricardo Bofil. The truck chase, with Sam and Jill outrunning the security pursuit vans as well as shots of Sam walking home from the transporter station were filmed there. The site of Marne la Vallee is now the site of EuroDisney.
Dr. Jaffe's surgery room, where Ida Lowry receives her cosmetic treatment early in the film, was shot in Leighton's House, the home of Lord Leighton. Leighton was a Victorian artist and collector of moorish tiles.
The clerk's pool where Sam works in the Records Department was shot in an abandoned grain mill in London's Dockland. The mill was sprayed with gray paint, and flour sifters were turned into benches. This same location was used for the corridors of the Information Retrieval department where Sam goes after being promoted. The giant holes in the ceiling are the bottoms of twelve-story-high grain silos.
The restaurant where Sam, Ida, Mrs. Terrain and Shirley have lunch was shot in Mentmore Towers, part of the former Rothschild mansion in Buckinghamshire. It was the center for Transcendental Meditation at the time Gilliam was filming Brazil.
Sam's mother's apartment was filmed in the Liberal Club in London, located next to old Scotland Yard.
The Information Retrieval torture chamber where Sam is interrogated was shot in a cooling tower at a power station in South London. The stunt men who rescue Sam during his interrogation had to descend a distance of 170 feet to 9-inch wide metal spines 40 feet above the ground for Sam's escape scene.
The Croydon power station was used for the setting of the basement of the Ministry of Information, as well as an exterior scene where Sam "arrests" Jill in her truck.