Principal photography began on April 25, 2011 in Albuquerque, New Mexico with filming scheduled to continue in Cleveland, Ohio and New York City. The following day Paul Bettany confirmed he would return to voice Tony Stark's computerized assistant, JARVIS. In May 2011, Gwyneth Paltrow stated that she might "possibly" appear very briefly in the film as Pepper Potts Also in May, Stan Lee confirmed through his Twitter account that he will have a cameo appearance in the film unless they "shoot it on the moon". In June, stuntman Jeremy Fitzgerald injured his head while attempting a stunt involving a 30-foot fall from a building after getting hit by an arrow. A Marvel spokesperson later told TMZ.com that, "[Fitzgerald] was fine. He slid briefly along the side of the building. He got right back up and did several more takes." In July 2011, it was reported that secondary filming took place about an hour outside of Pittsburgh, Pennsylvania in the Butler area.
In August 2011, production moved to Cleveland, Ohio for four weeks. The city's East 9th Street was chosen as a double for New York City's 42nd Street to be used in climactic battle scenes.Army Reserve soldiers assigned to the Columbus, Ohio-based 391st Military Police Battalion provided background action during the battle scenes in Cleveland. Staff Sgt. Michael T. Landis stated the use of real soldiers made the scenes more realistic and helped portray the Army in a more positive light, explaining that, "It's easy for us to make on-the-spot corrections to tactics and uniforms, the director actually took our recommendation on one scene and let us all engage the enemy as opposed to only the gunners in the trucks engaging". Filming also took place in the large vacuum chamber at the NASA Plum Brook Station near Sandusky, Ohio. The station's Space Power Facility was used to portray a S.H.I.E.L.D. research facility. A series of explosions were filmed at the Chevrolet powertrain plant in Parma, Ohio as part of the battle sequence that began in Cleveland. Scenes from the film were also shot on Public Square and the Detroit–Superior Bridge. The southwest quadrant of Public Square was turned into Stuttgart, Germany, for filming.
In September 2011, production moved to New York City for two days to wrap up filming. Filming locations in New York City included Park Avenue and Central Park. For scenes taking place in Manhattan, VFX supervisor Jake Morrison shot aerial footage for over three days to use as background plates, elaborating "My focus is to get as much aerial work in as possible for the audience to see the big expanses, the wide establishing shots, while also making sure that the effects work doesn't look too computer generated. We're getting much better at making entirely computer-generated environments, but there is no substitute for starting with a real image and adding what you need."
Cinematographer Seamus McGarvey stated that he composed the frame with an 1.85:1 aspect ratio to cope with the varying heights of the main characters, explaining that "shooting 1.85:1 is kind of unusual for an epic film like this, but we needed the height in the screen to be able to frame in all the characters like Hulk, Captain America and Black Widow, who is much smaller. We had to give them all precedence and width within the frame. Also, Joss [Whedon] knew the final battle sequence was going to be this extravaganza in Manhattan, so the height and vertical scale of the buildings was going to be really important. McGarvey also revealed that The Avengers was his first venture shooting with a digital camera; the ARRI ALEXA camera system. About his visual approach, McGavery remarked "Joss and I were keen on having a very visceral and naturalistic quality to the image. We wanted this to feel immersive and did not want a 'comic book look' that might distance an audience with the engagement of the film. We moved the camera a lot on Steadicam, cranes and on dollies to create kinetic images; and we chose angles that were dramatic, like low angles for heroic imagery."