The film was shot in 1977 entirely on location in New York -- exteriors and interiors alike -- and a big point in its favor is that New York looks so utterly cool and beautiful and wonderful. It's something I've noticed in a lot of New York-based movies from the late '70s, that the New York portrayed in these movies has an aura about it, a feeling of being a special world unto itself, that it didn't have in earlier movies and doesn't have today. There were a lot of movies set in New York in this period: Annie Hall, Kramer vs. Kramer, Taxi Driver, the first half of The In-Laws, and so on; and they all just made New York look like no other city. Even Taxi Driver, which portrays the nightmare side of Manhattan, somehow seems like a very cool nightmare.
A commenter at the IMDb compares the fascination of late '70s New York to the cavalcade of "Swinging London" movies in the '60s:
Unmarried Woman came out in the late 70s when New York City was enjoying it's five minutes in the sun as the coolest city in the world. It rather took the baton from the London of the '60's, (though, with less fanfare), therefore anything that was shot there seemed to be of interest, even if it was just about a middle class woman dealing with the break up of her long marriage.
It's the details of this film that I like so much. I love Erica's fab apartment with great views of the East River, the way she dances around it on a bright sunny morning, in an early sequence.
I love the opening shot of Manhattan and the way the camera zooms, optimistically, along the East River, with the wonderful soundtrack blaring, until it finds our main characters jogging along. Jogging was a new phenomenon back in ' 77 (I swear) and New York was at the forefront of it. Seems odd now, but many of us were fascinated with this kind of minutiae of New York life back then. New York City seemed to be at the absolute centre of all that was new and cutting edge. A fast, creative, optimistic place where anything was possible,with a very dark side, (see Taxi Driver,) a dream location where fewer people were actually able to go to, before cheap airfares.
And best of all, not a single Duane Reade store can be glimpsed anywhere in the movie.