There is alot of confusion of where the movie was actually shot. Rumor has Mike Judge tried to take away any clues to where the movie was shot so that it could seem that it could happen any where in the United States. If you go to the section of the moive when Peter and Joanne are fishing in the boat on the Bow of the boat where the licence is located you can clearly see the first two leters that I dentify the state are "TX" showing that the movie was shot in Texas.