Exotica was filmed in the very hot Summer months of July and August of 1993 in Toronto, Canada. A warehouse was completely gutted and designed to be the strip club. An interesting oberservation on the location was found in the book: Toronto in the Movies:

Toronto in the Movies: EXOTICA

Toronto in the Movies: Movies shot in Toronto

Year filmed: 1993

The story: Francis (Bruce Greenwood) a Revenue Canada auditor, spends tortured evenings in an adults-only Neverland.

The ostensible location: a Toronto strip club

The actual location: The Party Centre, now a pawnshop mall near Church and Shutter.