Although they made a point never to say which state they're in, throughout the series there are many hints pointing to California, specifically Southern California. These include LA's ubiquitous palm trees, its foothills and mountains, the easily readable and recognizable street names, such as Ventura Blvd, etc. But it's crystal clear here.
When Jimmy Haden gets up from his desk in the gas station's office, a large map of California hangs on the wall over his desk.
When Jimmy Haden gets up from his desk in the gas station's office, a large map of California hangs on the wall over his desk.
Gladden Falls, the town referenced several times is taken from J.R.R. Tolkien's Middle Earth.
The first victim's car is a 1958 Plymouth Belvedere 4-door sedan. The panel truck is a 1957 Ford. The station wagon later stolen is a 1957 Ford Country Sedan. Dan's police car is a 1958 Buick Special 2-door sedan.
The 1958 Plymouth Belvedere Janice Carlisle is driving, appears to have an authentic Michigan State License Plate, which is unusual for the series. However, the plate of NT5349 is dated at 1956 which is not concurrent with the current episode production year of 1957/1958.