Here's a breakdown of what they had to do to pull it off, and how digital doubles come to the rescue:
I love that they had a team shooting NY so they could have it entirely in CG. And that's a LOT of HDRIs.
Industrial Light & Magic is the first VFX company. They started out with Jurassic Park and Star Wars and have worked on Transformers, Pirates of the Caribbean and many high-grossing films out there.