Created during the brief, illuminated Christmas season, Lights was made between midnight and 1:00 a.m., when vehicular and pedestrian traffic was minimal, over a period of three years. The work draws on store decorations, window displays, fountains, public promenades, the lights of Park Avenue, and the facades of buildings and churches. Due to near-freezing temperatures, filmmaker Marie Menken kept the camera beneath her coat to keep it warm during shooting.