For its new gangster series "Boardwalk Empire," HBO built a $5 million, 300-foot-long boardwalk on the Brooklyn waterfront to recreate Atlantic City circa 1920. The set required 150 tons of steel and includes historical elements like the Baby Incubator, an actual nursery where tourists could gawk at tiny, premature infants.

The 12 episodes produced for the first season employed more than 300 crew members, 225 actors in speaking roles and 1,000 extras. It took about 200 days to shoot, twice what a standard network drama would...