Go to Table of Contents of the analysis (which has also a statement on purpose and manner of analysis and a disclaimer as to caveat emptor and my knowing anything authoritatively, which I do not, but I do try to not know earnestly, with some discretion, and considerable thought).
Eyes Wide Shut Location - Oyster Bay Funeral Home (The Road to Jericho and Oyster Bay)
In Eyes Wide Shut, Bill gets his costume then sets out for the address given him by the pianist. We view the exit for 495.
The next shot is in Oyster Bay. This was a tough one to find. We have just the briefest glimpse of a 106 Route sign. Then an illegible sign for a store that reads Wagner, and beyond that a sign for a Getty gas station which for all intents and purposes can't be seen. But in the distance is a brightly lit side of a building with two gables. My thoughts? The only place on a road like this that will be that large and have two gables is likely to be a funeral home. And that's how I located the Oyster Bay funeral home, which is the one seen in the film. The Wagner store and the Getty gas station have since been trashed and replaced.
"Joe" noted in a comment that the "pyramids" formed by the Oyster Bay Funeral Home architecture remind of "The Shining" and the drive of the VW up to it, and it does.
We have the same occur in "Lolita" with the crossfade that takes us to the Enchanted Hunters lodge from the highway.
This drive up is also prefigured in the S figure of the road in "The Shining" being echoed in the S figure of the counter at Bill's office ending in an evergreen.
It is magical movie territory, a trip to the underworld. It is after we reach the Oyster Bay Funeral Home that the trees of the film change from deciduous to the highly symbolic evergreens. The funeral home in "Eyes Wide Shut" serves as a threshold while also commenting on the similar scenes in "The Shining" and "Lolita".
Google map for the Oyster Bay funeral home.