The film was entirely shot in Los Angeles, USA. 

Filming Locations:

Church Square

In the movie

Scene where Tackleberry's wedding, when he and his wife exit the church, and all the police officers are lined up on both sides of the carpet.

In reality

The scene was filmed at the Church of the Angels in Pasadena

Police Station 16

In the movie

Scene where New reinforcements arrived at the police station.

In reality

The scene was filmed in the building of the former fire station number 23. Ghostbusters was also filmed in this same building!