The film "21 Jump Street" was filmed in New Orleans. The movie does not mention the name of the city, state, or area of action, i.e., it is a fictional city that could be any city in the USA. Therefore, New Orleans was likely chosen not for specific locations, but for financial reasons or convenience of filming. Since usually Los Angeles is used for such "roles," but it has become quite expensive for filming. 

Filming Locations:

City Mall

In the movie

In reality

Lafreniere Park

In the movie

Scene where The scene with the bicycle patrol, filmed in the park.

In reality