The first , '' A Little Fall of Rain , '' finds them in a foggy Asian-themed arboretum engaged in a surreal assignation ; the second , '' And Dreaming Is Nursed in Darkness , '' unfolds in a dark , empty courtroom ; and the final title installment finds them on a rooftop with an expansive view of the Manhattan skyline -LRB- actually Silvercup Studios in Long Island City , Queens -RRB- .