Well, it took a while, but I got around to it. 

  
 == Movie filmed but not set in Minneapolis == 

 It is fairly obvious that movie was not set in Minneapolis.  In fact, the filmmakers do a fairly good job of keeping Minneapolis landmarks out of the film.  Only in one brief glimpse is the IDS Center visible.  They do an even better job of keeping Los Angeles landmarks out of the film.  Indeed, newspaper boxes are the main thing giving L.A. away.  Strangely, one scene filmed in L.A. (where Jimmy boards a bus after killing Frank) includes a Minneapolis bus stop sign.  Were this not obvious in the film, the filmmakers state early in the DVD commentary that they intended it to be a nondescript American city.  I have edited the article to reflect this.