Niagara FallsThough the show was primarily shot in Toronto and the surrounding areas, a few scenes mostly from the pilot were shot on location in Niagara Falls.
Scenes were shot on the Canadian side of the falls. The scene from the pilot were Jaye is chasing after the bouncing quarter were shot at Queen Victoria Park. In the google street view shot below, the stairs on the right are what jaye runs down and then runs along the sidewalk towards the left.
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The motel where Jaye tried to return the lady's purse is the Thriftlodge Motel.