“Greenberg” is the first of Mr. Baumbach’s films to be set in Los Angeles. Both he and Mr. Stiller are native New Yorkers who have grown to love or at least appreciate Los Angeles. “If you don’t embrace what’s there, it’s very hard to fight against it,” said Mr. Stiller, who has lived in Los Angeles for nearly 20 years, in violation of what he called “a family tradition.” He added, “I know that I’m not going to live there forever.” (He and his wife, the actress Christine Taylor, have two children, and he said he wants his kids to “have a New York experience growing up.”)

Mr. Baumbach credits Ms. Leigh, who was born and raised in Los Angeles, with helping him see the city in a more expansive light. (The couple divide their time between New York and Los Angeles.) The world of “Greenberg” owes as much to the lived-in, off-Hollywood Los Angeles depicted in the ’70s films of John Cassavetes and Hal Ashby as it does to the queasy languor of Joan Didion's California.

Roger is a native Angeleno, but the city makes him feel even more alienated. A dip in a swimming pool turns into a panicked dog paddle. He no longer drives, and his lack of mobility leaves him either a sore-thumb pedestrian or a needy passenger. Mr. Baumbach recalled discussing these aspects of the character in an early conversation with Mr. Stiller: “Ben said to me, ‘You know, the fact that he doesn’t drive or swim seems to me beyond pathetic, beyond what we can expect even in this character.’ To which I replied, ‘I don’t drive and I don’t really swim.’ ” (Mr. Baumbach got his driver’s license last month.)

For Mr. Stiller “Greenberg” captures a central fact of Los Angeles life. “There’s an emptiness out there that can be healthy and also very tough,” he said. “It forces you to look at yourself — you don’t have the distractions of the city to go out and pick up on everyone else’s energy. In a good way that can feed you. But to wake up in the morning and have this quiet and emptiness, you have to deal with where you’re at. That’s the Greenberg effect and that can be a little scary.”