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Birds of Prey did a lot of things differently when it came to DC movie universe films. It's a dark, violent story that feels much more gritty than most of the other recent DC movies. Part of that is because the story doesn't focus on superpowers or spectacle in the same way. As such, Birds of Prey does a lot less with digital effects than a lot of comic book movies, instead focusing on practical effects whenever possible. The movie even wanted to avoid creating one CGI character for the film, which meant the production considered filming with an actual hyena.
Early in Birds of Prey, Harley Quinn makes a new friend in the form of a pet hyena. In the film, the hyena is actually a large dog, that is then given the CGI treatment to turn it into a hyena on the screen, but in the special features attached to the new Birds of Prey digital release, the filmmakers mention that, at one point, they actually met with some professional animal handlers who owned a hyena to inquire about using the real thing on the set. What they learned instead, was that using a real hyena would have been extraordinarily dangerous. As Margot Robbie explained...
It was like the biggest conundrum we had was how do we shoot these scenes with the hyena? And apparently, if this hyena touches anything, it considers it to be his. So we’re like ‘Ok, can he sit on a couch?’ And they’re like, yes, but then it’s his couch. Like, he will eat it. And if someone tries to take it away from him, he’ll like, eat you.
Margot Robbie and director Cathy Yan wanted to use something real on set so she could get close to it, pet and scratch it, and do all the things that one would normally do with an otherwise normal pet, but it was pretty clear that, in the interest of her safety, doing that with an actual hyena was not a good idea. Instead, the film just got a really big German Shepherd for the scenes where Robbie needed to interact with the animal directly. Here's a shot of Robbie with the dog that was used.
The digital effects were done by Weta, and the hyena was basically created the way any digital human character would be done on screen. The CG model was matched to the actual dog so that all the movements that you see on screen from the hyena actually came from the dog. The "performance" comes from the dog, it's just the look that has been changed.
Birds of Prey (and the Fantabulous Emancipation of One Harley Quinn) is now available for digital purchase. It arrives on Blu-ray, DVD, and 4K on May 12.