The Baytown Disco

In Alabama, Oodie brothers Brick, Lincoln and McQueen work as vigilantes for the man who raised them, Sheriff Henry Millard; they bypass the legal system to murder criminals, keeping the crime rate the lowest in the state. After one of their assaults, they are approached by Celeste, a witness to the incident, who offers them $25,000 to rescue her godson Rob and kill his godfather and captor, the drug lord Carlos. The trio accept. Meanwhile, ATF agent Anthony Reese approaches Millard about the spree of criminal deaths and his suspects; the Oodie brothers. Millard is intentionally obstructive to Reese's request for aid.The Oodies travel to Carlos's home and assault the building, killing Carlos's men but failing to kill Carlos. They recover Rob; a young mentally disabled man in a wheelchair. Carlos sends a group of female biker assassins after them. The bikers find the brothers resting at a bar. The bikers seduce the unaware brothers, separating them from each other, but when Lincoln notices one of them wheeling Rob away, the women attack them. The brothers manage to kill the women and recover Rob, but the massacre ends up on the news with sketches of the three brothers provided by the bar owner, giving Reese the evidence he needs that the Oodies are killers. Brick calls Celeste to find out why the simple job now involves assassins; Celeste confesses that Rob was from a wealthy family that were killed by Carlos so that he, as Rob's legal guardian, could obtain a large trust fund that Rob is to inherit on his impending 18th birthday. Brick makes a further call to Millard who tells them that because of Reese's evidence, he has to disavow them and will arrest them if they return to Alabama.Though he cannot speak to them, the brothers bond with Rob. McQueen suggests they quit the job, but Brick tells McQueen that they once had a brother like Rob that was regularly beaten by their father until one day he woke up and the brother was gone; the resemblance makes Brick reluctant to let Carlos retake Rob. Another group of assassins in an armored vehicle attack the brothers on the road and snatch Rob from the moving car. The brothers give chase and Lincoln leaps onto the vehicle, single-handedly slaughtering everyone inside, but he is badly injured and the brothers' car is broken. While walking down the road, the group are picked up by a passing van; one of the passengers is a nurse and tends to Lincoln's wounds but he remains weakened. The group is dropped off in Vicksburg, Mississippi where they wait for Celeste and prepare for further attacks.Reese discovers a photo of Millard recovering the brothers as children after their father's death, and large cash withdrawals he suspects were used to pay the brothers. He confronts Millard with the evidence and forces him to give up the brothers location for a lesser jail sentence; Millard goes with Reese. A Native American gang arrives and attacks, leaving Brick and McQueen to defend Rob and Lincoln. Celeste later arrives and joins the brothers. They manage to kill most of the gang and Lincoln recovers enough to stop one of them from taking Rob, but Celeste and Brick are downed and the remaining gang member attempts to scalp McQueen; he is shot by Millard. Millard and the brothers are arrested; the brothers provide a false story that does not involve Celeste, allowing her to take care of Rob. Reese's success is rewarded with a transfer to manage the territory; much to his chagrin. Carlos is killed by an explosive package sent by Celeste. 54 months later, the brothers are freed from jail. They find a new truck waiting for them courtesy of Rob, payment for saving Rob, and a message from Celeste saying that others could use their help.

Question: In what state do the Oodie brothers begin the movie?
Answer: Alabama