Sam, tag that garbage truck.
The scenes for Lagos, Nigeria were shot in San Juan, Puerto Rico as well as locally to the production in Atlanta, GA.
The film starts with Sam Wilson standing on top of a high-rise building keeping an eye out for Crossbones. The World Plaza building in San Juan served as the basis for this shot, though the background appears to have been reversed left-to-right.
Noticing a garbage truck that appears to be in a hurry, Sam releases Redwing, his drone, to scan the truck. Scenes of Redwing following the garbage truck and the the escape by Crossbones were filmed along Avenida Borinquen.
Police Station, Lagos
The police station was also shot in Puerto Rico and digital added to the shot of Wanda in a local cafe. Florian Gellinger from Rise Visual Effects Studio is quoted in an article on LiveForFilm.com “They’re on a surveillance mission looking at a police station that we shot as a background plate in Puerto Rico and made it look like Lagos, Nigeria. Captain America is standing in a hotel room that was shot on green screen looking at the whole scene,” and “The café with Scarlet Witch and Black Widow was shot for real in a market place set that they had built in Atlanta.”
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(Captain America: Civil War, 2016)