I like this final location in The Lovely Bones using the back of a diner in Pennsylvania but everything in front of the actors isn’t really there.
What actually is there is a small hill to a train track not a huge cliff that the serial killer falls down.
I like how they took a real location in the foreground and changed the background and also adding the factory at the bottom of the cliff in front of the city lights in the farthest background.
Is the shot close in enough that the entire background is a green screen?
There are lots of ways to do that, but the easiest is to shoot it at another location entirely and cut it together like they are connected. Watch any TV show or movie this week and you will see how often that the door they go through does not actually lead to the room you see in the next shot.
I doesn’t seem that difficult (to me, someone that has no idea what I’m talking about). But I’d imagine they’d simply cut out everything they don’t want and edit in the image they want. It would be similar to green screen. The green screen just makes it easier (the editor just ‘selects’ everything that’s green and and puts their image in it’s place), but it’s certainly possible without it.
With something like this, they’re selecting what they want replace by hand. Tedious, but doable.
It’s also possible they dropped a big green sheet behind (in front) of the actors and used the normal green screen method.
Updated answer. I’ve never heard of, much less seen the show, but from what I’m seeing on the internet, it looks like a lot of their ‘outdoor’ shots are filmed on a sound stage, with a green screen.