In a cinematic first, the film was shot in a 100-minute single take and broadcast live to 550 US cinemas - and one in the UK.
But the project was almost derailed by the discovery of a suspected World War Two bomb just hours before the shoot.
Waterloo Bridge - where the closing scene of the film takes place - was closed for a few hours but reopened just in time for the live shoot to go ahead as planned.
Speaking after the filming ended around 03:40 GMT, Harrelson was incredulous at the timing of the "bomb" discovery.
"That thing has been there for 70 years and they discover it tonight? That`s impossible!"
Lost In London was shot on a single camera, involved a crew of 325 and more than 300 extras who had been rehearsing for four weeks.
"I would never do this again. No way. It felt like walking on a high wire," said Harrelson afterwards.
There were no major gaffes - although one actor walked out of a scene, forcing Harrelson to ad lib during a phone call until the character returned.
"It felt like five minutes," Harrelson said. "It was only a matter of seconds. But, boy, those were some painful seconds."
The film was screened in just one cinema in the UK, London`s Picturehouse Central, where it received an enthusiastic reception.
The comedy plot was loosely based on a real-life night out that Harrelson had in the capital in 2002 in which he ended up getting arrested and spending time in a police cell.
The film opens with the words: "Too much of this is true."
Harrelson, playing a version of himself, is seen coming off stage in the West End to discover he`s the subject of a tabloid sex scandal just before he goes to meet his wife in a restaurant.
The film includes a fight in a nightclub and chase sequences on foot and by car.
Much of the comedy comes from the scenes with co-star Owen Wilson - and the script is sprinkled with references to Harrelson`s past projects, including Natural Born Killers and Cheers.
"It was pretty thrilling," Wilson said after the filming.
"I had a lot of anxiety about doing it a couple of weeks ago but we practised... and I was really happy to be a part of it. Maybe I should start doing theatre."
Musician Willie Nelson turned up in a cameo role as did U2`s Bono, as a voice on the end of a phone.
"I felt like we took some risks. It was scary - the whole process," Harrelson said.
Harrelson`s next project will see him join the Star Wars franchise with a role in the spin-off movie about the young Han Solo.
Did he think Hollywood would ever adopt the as-it-happens style of Lost in London?
Harrelson laughed: "If someone was thinking of doing it all they`d need to do is talk to me and I would talk them out of it."
More about:
