We don't have a television, but one of the few shows we make a point to watch on DVD is HBO's Bored to Death. Have you seen it? Jason Schwartzman plays Jonathan, a struggling writer turned private detective, Ted Danson is George, his publishing-scion friend, and Zach Galifinakis is Ray, their comic-book author buddy. In nearly every episode of season 2, we were able to spot haunts from our neighborhood.
In season 2's third episode, two thugs kidnap Jonathan and hold him over the Gowanus Canal, threatening to dump him in, which terrifies him because "the Gowanus Canal has gonorrhea."
In season 2 episode 4, Ray visits Bergen Street Comics (right around the corner from us!) to collect his sudden windfall from sales of "Super Ray."
In season 2's fifth episode, Ray spills iced coffee on a baby in the cafe Building on Bond.
In the same eipsode, Ray dumps Kristen Wiig's character and then accidentally punches Kevin Bacon at the Brooklyn Inn.
The premiere episode of season 2 finds Ray on a bench in Prospect Park, depressed that Leah dumped him. (Prospect Park makes repeated appearances throughout all three seasons.)
There are plenty of comprehensive location guides for Bored to Death (including this one and HBO's own website), but these spots in particular are ones we pass every day and recognized immediately. Sadly, HBO cancelled Bored to Death, so I'll never have the opportunity to happen upon it being filmed myself.
*That last photo is one of Shawn's film shots.