Continuity mistake: When Geena Davis is skating across the ice and shooting at a car, the hubcap on its front left tire flies off but to come back when it crashes into a snowbank.
Continuity mistake: When Sam Caine and the intruder fight over a shotgun and they both fall over, the shotgun disappears. A sound effect of the gun shooting is even inserted to cover up the fact that it just vanishes.
Continuity mistake: When Waldman is telling his wife Alice how disgusting her dog is, the way he holds his spoon keeps changing between cuts.
Answer: According to IMDB, the final scene was filmed at Figueroa Mountain Farmhouse, Los Olivos, Santa Barbara County, California.