This thread is devoted to cases where filmmakers on a show that takes place in one location but is set in another slip in a deliberate nod to the actual location without breaking the fourth wall, sometimes subtly, sometimes not so subtly.

Not so subtle (non-locals with probably pick up on this):
The US version of Queer as Folk was set in Philadelphia but filmed in Toronto. At one point the characters visit Toronto and notice how much like their neighborhood everything seems.

Subtle (you have to know the area to spot the joke):
On Smalllville (mostly filmed in and around Vancouver) another town called Granville is mentioned and later seen. Granville is arguably Vancouver's most important street for shopping.
Granville was mentioned again on last Tuesday's Superman and Lois.