Atom Egoyan's 2009 film "Chloe" was set and shot in Toronto. Instead of using Toronto as a double for New York or San Francisco or Chicago as most movies do, Egoyan chose to shoot Toronto as Toronto, in the middle of one of its brutal winters.
"By giving it (Toronto) ... a sort of sensuality and by showing that there's something that's cold but ... also invites people to go inside. So there's something very romantic about this idea that people are trying to find places that protect them from this very brutal exterior."
Egoyan was always able to create an immediate sense of intimacy, privacy, and interiority in his films. For example, the set design of the club in "Exotica" (1994) reflected the power dynamics between the characters, their intersecting histories, and the layers of guilt behind the sensuality. Egoyan's film sets are almost always "architectures" or "landscapes" of voyeurism, constructed in such a way that it allows us to do complex studies of desire/obsession, emotional negotiations, power structures, the nature of secrets, etc.