Question: Where is the FOX drama show that Andre Royo currently appears in filmed?

Context paragraphs:
Share (film): Share is a 2015 American short drama film written and directed by Pippa Bianco, and starring Taissa Farmiga, Keir Gilchrist, Madisen Beaty, and Andre Royo.  It follows a teenage girl as she returns to school after an explicit video of her goes viral online.  The film had its world premiere at South by Southwest on March 14, 2015, where it won the Special Jury Recognition Award for Narrative Short.  It was then selected as the only American short film at the 2015 Cannes Film Festival, where it won the first prize Cinéfondation Award.  The film received a limited window online release on May 3, 2016 by Memory.

Bubbles (The Wire): Reginald "Bubbles" Cousins is a fictional character on the HBO drama "The Wire", played by actor Andre Royo.  Bubbles is a recovering heroin addict.  His real name is not revealed until a fourth-season episode when he is called "Mr. Cousins" and in the fifth-season premiere when he is called "Reginald".  Bubbles has a son named KeyShawn, who lives with his mother.

Rick Horrow: Rick Horrow, as CEO of Horrow Sports Ventures (HSV), pioneered the business of sports.  He is the Sports Business Analyst for CNN/CNN International, and Fox Sports, and his signature radio program, , can be heard Sunday mornings at 9:00 a.m. Eastern time on over 150 North American Fox Sports Radio affiliates, including XM channel 142.  He currently appears on Yahoo Sports Radio's Beyond The Scoreboard Wednesdays at 8ET.  A popular commentator on the business, law and politics of sports, Horrow is a regular guest on Fox Sports' Best Damn Sports Show Period, and PBS's Nightly Business Report.  He is the author of When The Game Is On The Line, and 2011's .

Tragedy in a Temporary Town: Tragedy In A Temporary Town was the a 1959 episode of the Australian anthology drama show "Shell Presents" starring Michael Pate.  It was filmed "live" in Melbourne, then recorded and broadcast in Sydney.  It was the third episode of "Shell Presents" and the first shot in Melbourne.

Lucious Lyon: Lucious Lyon (born Dwight Walker) is a fictional character from the Fox drama series "Empire", portrayed by Terrence Howard.  Lucious is the main protagonist and anti-hero of the series.  Created by Lee Daniels and Danny Strong, Lucious is the founder and CEO of Empire Entertainment, a world-famous and renowned record company that he runs with his family.  Realizing he will need a successor after he is diagnosed with ALS, Lucious pits his three sons—the college-educated executive Andre Lyon (Trai Byers), the talented and gay singer/songwriter Jamal (Jussie Smollett) and youngest rapper Hakeem (Bryshere Y. Gray) -- against one another.  The story parallels William Shakespeare's "King Lear" and James Goldman's "The Lion in Winter".

Andre Royo: Andre Royo (born July 18, 1968) is an American actor, producer, and writer.  He is best known for his role as Reginald "Bubbles" Cousins on the HBO crime drama series "The Wire", and his appearances on "Fringe", "Party Down", "How to Make It in America", and the 2013 film "The Spectacular Now".  Royo currently appears on the hit drama "Empire" on FOX.

Empire (2015 TV series): Empire is an American musical drama television series created by Lee Daniels and Danny Strong which debuted on January 7, 2015 on Fox.  Although it is filmed in Chicago, the show is set in New York.  It centers on a fictional hip hop music and entertainment company, Empire Entertainment, and the drama among the members of the founders' family as they fight for control of it.

Hellbenders (film): Hellbenders is a 2012 American comedy film written and directed by J. T. Petty.  The film stars Clifton Collins Jr., Clancy Brown, Andre Royo, Robyn Rikoon, Macon Blair and Stephen Gevedon.  The film was released on October 18, 2013, by The Film Arcade.

Hunter Gatherer: Hunter Gatherer is a 2016 American drama film written and directed by Joshua Locy.  The film stars Andre Royo, Kellee Stewart, Jeannetta Arnette, George Sample III, Antonio D. Charity, Kevin Jackson and Ashley Wilkerson.  The film was released on November 16, 2016, by The Orchard.

Jake Niall: Jake Niall is a sports journalist at "Fox Sports Australia" and "ABC Grandstand" based in Melbourne, Australia.  He specialises in covering the Australian Football League, and currently appears on "AFL Tonight" on Fox Sports News and Fox Footy amongst other appearances on the network.  He has also appeared as a guest host on AFL 360 when regular host Mark Robinson is absent.

Supporting paragraphs: Andre Royo Empire (2015 TV series)
Answer: Chicago