The only film that comes to mind right away is Taxi. It's set in Manhattan (my former home). Some of it is obviously filmed there, but some parts are most definitely filmed somewhere in California. It doesn't bother me too much because it's a silly comedy, but those California scenes stuck out like a sore thumb as soon as I saw them and are a distraction to me.
"You open the door - I don't want to get Daewoo on my hands"