I had the TV on in the backgroud and glanced up to see a mercury milan driving on what looked like the 4th ave bridge off Memorial Dr with the Calgary tower in the background.
I started watching it some more and the last cut scene showed the car doing a bit of a power slide with the Chinese Cultural Center in the back.
It looks like they we shoting it from the back so they might have been in front of the French Maid on 3rd Ave.