A friend of mine (RIP) was an extra in the movie Kingpin. He took us to the field where he and other Amish dressed extras danced around for the closing credits.
The very opening of Indiana Jones and the Last Crusade amazed me – I’d spent the previous two summers hiking through Arches National Park in Utah, and that very first shot, with the sandstone peak and the nearby one that looks sorta like the bust of Nefertiti I instantly recognized as Courthouse Towers there. The shot looks like it;'s in the middle of nowhere, but the camera was obviously placed on the asphalt road that runs by it, and they also clearly stopped traffic, because otherwise you’d see it in the background. The place where the string of horses was passing was normally set with strings blocking off tourists from walking all over the cryptogamic soil.
Subsequent shots showed other characteristic Arches formations – Balanced Rock, the Three Gossips, Double Arch, Skull Arch. Of course, none of these are near each other (although Balanced Rock is just off the same road that’s near Courthouse Towers), or in any sort of line. They assembled a lot of shots in different places to give the impression of a single journey.
Grownups 2 has a scene shot at Stackpole Field in Saugus, Massachusetts. It’s an easy walk from my house (although, for some reason, they painted the fences before the shot, and then painted them afterwards). My daughter played Field Hockey there with the Saugus Girls’ Field Hockey team.
The opening credits for Ted 2 include a shot of the miniature golf course on Route 1 in Saugus – the one with the iconic fluorescent orange T. rex (with fluorescent green eyes). The golf course is no longer there, but they preserved the T. rex.
I’ve been to where the train wreck scene was filmed. It’s in the mountains of North Carolina and it was left there as a nominal tourist attraction and I got a pic of me poised to leap off the wreck. I don’t know where that picture ended up, I think that I gave it to my then-girlfriend.
I’ve also been to Wacker drive where Blues Brothers and Dark Knight scenes were filmed. Also Wrigley Field.
The grandparents’ house in Powder was located in the small Texas town where I grew up.
My wife worked in the office building in Pittsburgh where they shot the famous dancing/water bucket dumping scene of Flashdance.
We went to Zimmerman’s stores in Intercourse, PA, where scenes from the movie Witness were shot. (Aside: for some reason I was standing outside with our friends’ children, politely trying not to stare at people in Amish dress because, of course, their lives are entirely separate from ours and they have nothing to do with us “English”. But an Amish lady caught my eye anyway. “Nice kids”, she said. I was speechless, because, you know, their lives are entirely separate from…Moral: Don’t believe everything you’re told.)
I live ten miles or so from the Bluebell Railway, a preserved (steam) railway. Been there many times, cycle past it often. It’s been in more movies than you could shake a stick at (and even moreso TV shows). Here’s the IMDB stick shaking page.
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Also I’ve been to Istanbul, then I took a film studies course in college and we watched From Russia With Love and some of the locations were familiar looking.
Also also, Union Station in Chicago where The Untouchables had a shootout.
Also also also I’ve been to Main North High School, location of The Breakfast Club. It’s a State of Illinois office now.
I worked for two months in the town of Port Appin, Scotland in the West Highlands. Every day, I would run along a road by Loch Linnhe and towards the turnaround point of my run, there was a small castle on an island in the middle of the loch. The locals told me it was called Castle Stalker. But not once did anybody tell me that was the castle at the final scene of Monty Python and the Holy Grail. I only discovered it a year or so later when I was back home in the US watching the movie on the VCR. I get to the end scene and suddenly realize, wait, is that Castle Stalker? That sure as hell looks like Castle Stalker! I pause the scene to get out some pictures I had of the castle and, sure enough, the hills/mountains in the background match, and it’s the same castle. How did nobody in that time tell me this?
We have a condo on Kauai that we visit twice a year, so we’ve seen a handful of movie sets. Our Marriot is actually the same one the Jurassic Park crew stayed in during filming and (famously) a hurricane hit the island while they were filming and they took some shots before it got too bad. There’s a scene in the movie when Nedry is running away of a big wave going over a retention wall, we see that wall every day from our room.
Also have visited the field where the Gallimumuses ran and some waterfall they filmed some Pirates of the Caribbean movie.
I’ve been there, too. By pure coincidence, I actually honeymooned in Dillsboro, NC, just around the corner from where the train wreck later was done, and visited the town again a few years after the film, so saw it before and after.
One town over from that (Sylva, NC) is where the “downtown” street scenes from Three Billboards Outside Ebbing, Missouri were filmed, and I’ve been there as well. You almost can’t go to Dillsboro without going through Sylva either coming or going.
Here in Charlotte, I’ve been lots of places that have been in movies and TV, but most of them are pretty nondescript. E.g., they filmed some scenes for Homeland in the alley behind my workplace. Probably the most noticeable is City Grille from Shallow Hal. My wife and my sister-in-law have some items they sold off after making that film, in fact. My sister-in-law’s living room furniture is Hal’s leather couch and chair.
ETA: Oh, and I’ve been on Fort Jackson tons of times, which IIRC was used to film Penny Marhsall’s Renaissance Man and possibly others.
The mall and the food court in *Jackie Brown *(old Del Amo mall, completely revamped now).
The diner in Pulp Fiction (it was on Hawthorne Boulevard, torn down years ago)
The…
On reflection, for Angelenos a better question might be "Where have you been in Los Angeles that hasn’t been on film or television?
Some scenes of Batman v Superman were filmed at the Broad Art Museum at Michigan State. I passed by it on my morning commute and thought it was cool to see news vans parked outside it that had “Gotham News” on them.
In the James Bond movie Quantum of Solace, Panama subs for both Bolivia and Haiti. I had fun recognizing many of the locations, including the National Institute of Culture and the Old Union Club, both of which were supposed to be hotels in landlocked Bolivia although both are directly on the waterfront. The transformation of the derelict Union Club into a fancy hotel and the site of a fancy party held by the villain was pretty amazing. Colon, a very poor city on the Atlantic coast, substituted for Haiti. I recognized its “look” but not specific sites.
The Tailor of Panama of course was filled with familiar sites, and it was fun trying to figure out exactly where the street scenes were. (As in most movies, routes taken by the characters made no geographical sense.)
The Eiger Sanction
I knew The Place Beyond the Pines was shot here in Schenectady, but it was fun to spot all the locations (more interesting than watching the movie).
21 Jump Street was filmed at the high school where I spent my Junior & Senior years but I had been gone too long to recognize anything other than the stairwells.
I didn’t see A Christmas Story for the first time until quite a few years after it was made. The scenes at the department store looked really, really familiar - oh wait! It’s Higbee’s, and Public Square in Cleveland! My mom took me down there to see the display windows and do Christmas shopping when I was a little kid too.
I wouldn’t know where to start, honestly. Prominent ones that come to mind are Timberline Lodge on Mt. Hood, Oregon, which was used for some of the exterior shots for The Shining, and Astoria, OR, where scenes were shot for The Goonies. Been to Devil’s Tower, WY, which was used in Close Encounters.
The Southwest US has been background scenery for tons of movies, particularly those done by John Ford/John Wayne. Mount Rushmore was in North By Northwest and National Treasure.
Any movie that had Egypt’s pyramids or the Sphinx.
Bourne’s travels in Europe showed some familiar sights for me (Marseilles, Berlin, Moscow, Paris, London).
I grew up near New York City, and there are lots of shots I’ve seen in movies of Manhattan. Too many to name the movies. Times Square, the Empire State Building, Grand Central Station, Rockefeller Center, Grand Army Plaza, and locations in Central Park (especially the Sheep Meadow, the Zoo, and the Bethesda Fountain (which seems to be in an awful lot of movies).
Three years ago I made a special trip to go see those stairs. 
This. I used to frequent Dangerous Visions bookstore on Ventura Blvd. in Sherman Oaks quite a bit during the 90s. It seemed like every time I walked out of the store I would be walking through a TV shoot. Something about those blocks of Ventura just called to the location people for cop shows.