On February 3 , 2015 , Albuquerque Journal reported that the filming of Whiskey Tango Foxtrot was underway in Santa Fe , New Mexico .
Rounding out the ensemble cast is Billy Bob Thornton as Gen. Hollanek , a military man who initially scares Kim , and Alfred Molina is a local official who has a crush on her. On February 3 , 2015 , Albuquerque Journal reported that the filming was underway in Santa Fe , NM .
Whiskey Tango Foxtrot -LRB-film-RRB-