Well that scenario is true for about 90% of TV shows. So many westerns based in dodge city but filmed in southern calif. Of in some cases they leave Dodge City and next thing you know they are in Monument valley or some place like that.Little House on the Prarie was supposed to take place in Minnesota so they chose the closest looking setting to Minnesota. Southern California.
My favorite is the X files episode at Lake Okoboji and there are mountains and lots and lots of pine trees. It was filmed near Vancouver Canada.