 The scene where Bill Murray (I) (qv) gets out of the news van and  talks to the state trooper is filmed on the Amstutz Expressway under  the Grand Avenue overpass just outside of downtown Waukegan,  Illinois. You can see the Waukegan business district in some of the  shots. The Amstutz Expressway was also used for the filming of the  big chase scene in the _Blues Brothers, The (1980)_ (qv).