Get Him to the Greek

In 2008, British rock star Aldous Snow (Russell Brand) releases an album and a titular single, "African Child", which is a commercial and critical failure. In an interview, Aldous' girlfriend, Jackie Q (Rose Byrne), drunkenly declares they have a boring life. Aldous relapses, ending their relationship. He also loses custody of his son, Naples. Meanwhile, in Los Angeles, Aaron Green (Jonah Hill) works as a talent scout at Pinnacle Records, a record company. He lives with his girlfriend, Daphne (Elisabeth Moss). Pinnacle Records is performing poorly, and the head of the company, Sergio Roma (Sean Combs), asks for ideas. Aaron suggests that Aldous play at the Greek Theatre on the tenth anniversary of a performance there in 1999.
Sergio sends Aaron to London to escort Aldous to Los Angeles. Daphne informs Aaron that she has received a job offer in Seattle and that they are moving there. They argue and apparently break up. Aaron meets Aldous and learns that he had not been expecting him, thinking that the concert was not for two months. They bar-hop across the city as Aaron tries to get Aldous to catch a flight to New York. Daphne calls Aaron to apologize, only to learn that Aaron believes they broke up. While partying, Aaron's phone accidentally calls Daphne, informing her of Aaron's activities. Aaron and Aldous travel to New York for Aldous's appearance on Today. To keep Aldous sober, Aaron imbibes all of Aldous's whiskey and marijuana. Aldous is unable to remember the lyrics to his recent song, "African Child", and replaces it with an old hit, "The Clap", to cheers from the audience.
During their flight to Los Angeles, Aaron learns that Aldous has become depressed, as he misses his son and has been alienated from his own father, Jonathan (Colm Meaney), for years. Aaron suggests he visit him after the show; instead, Aldous insists they go to Las Vegas to see Jonathan. Sergio hooks up Aaron with a sexually violent girl, Destiny (Carla Gallo), who takes him to a hotel room and rapes him. After Aaron tells Aldous that he has been raped, Aldous gives him drugs to calm him down. Aaron starts to have a bad trip and believes he is having a heart attack. Jonathan agrees Aaron is having a heart attack, while Aldous attempts to calm Aaron down. Aldous fights with Jonathan; Sergio jumps into the fight, inadvertently setting the lounge on fire.
Aldous attempts to help Aaron by giving him an adrenaline shot. They run out of the hotel, chased by Sergio. Aldous and Aaron flee to Los Angeles, where Aaron convinces Aldous to visit Jackie Q. Jackie has been sleeping with Metallica's drummer, Lars Ulrich (playing himself), and confesses that Naples is not actually Aldous' biological son. Meanwhile, Aaron goes to his home to apologize to Daphne. They are interrupted when Aldous arrives and proposes that they engage in a threesome. Daphne agrees and Aaron hesitantly goes along. Aaron angrily decides to kiss Aldous, ending the threesome. Daphne and Aaron both immediately regret it, and Aaron angrily tells Aldous to go, criticizing his mental state. Instead of preparing for his show, Aldous goes to the rooftop of the Standard Hotel, and calls Aaron, threatening to jump. Aaron rushes to the hotel and attempts to talk Aldous down.
Instead, Aldous jumps into a pool several floors down, breaking his arm. Aldous tells Aaron that he is lonely, sad, and embarrassed, but Aaron reminds Aldous that thousands of fans love him and are waiting to see him. Aldous decides to perform at the Greek Theatre, even though Aaron pleads for him to go to the hospital. Upon their arrival, Sergio offers Aaron drugs to give to Aldous so he will not cancel the concert. Aaron, tired of Sergio's abuse, quits on the spot. Aaron walks stage-side with Aldous, trying to convince him to go to the hospital. However, Aaron sees how happy Aldous is while performing and heads home to reconcile with Daphne. Months later, Aldous, sober again, has returned to fame with a single (produced by Aaron) based on events from their night in Las Vegas.

Question: Where were Aldous and Aaron going?
Answer: Los Angeles