According to Home Alone director of photography, Angels with Filthy Souls was shot in one day, on the final day before principal photography officially started on the main movie.
Home Alone is a highly quotable movie, but one of the most famous lines comes from a movie within the movie.
The fictional movie was shot on a sound stage in the abandoned New Trier West High School gymnasium, which is also where a lot of Home Alone was filmed.
The original title of Angels with Filthy Souls was “Gangster Movie.”