Did they travel to Nepal to film?
I am thinking no but who knows.
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According to IMDB, yes. But maybe they send a second unit to film exterior shots.
Here's the filming locations list:
http://www.imdb.com/title/tt0091129/locations?ref_=tt_dt_dt
Prostitute: What the *beep* are you doing?
Johnny: I'm gonna kill a bunch of people.
According to the end credits a second unit was sent to Nepal. I thought it was filmed in studio, but it seems that there are real images. Except, probably, the interior and snow scenes.
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