Thanks to sneakystratus for these videos.
here to see sneakystratus's filming pictures.
Alun_Vega (who we all know as having a great history being the "Doctor Who Filming Stalker") has also provided some pictures from the filming. See his album here.
SneakyStratus has also noted that the "Do not park" signs have been covered up by American ones. We already know it is set and filmed in New York, but now we know that, like with Utah, they are also filming in Cardiff.
He also includes this:
Fun fact: In one of the takes of the Doctor/Amy running into the building, one of them crashed headlong into SOMETHING inside (I couldn't see) and caused a tremendous crash and laughter from everybody.
Anything you want to add? Let us know!