Continuity mistake: During the final shootout, there is a shot of Nantz firing his handgun. A few shots later, Nantz pulls out his handgun and begins firing.
Continuity mistake: Towards the end after the control drone has been destroyed, Nantz is seen advancing against the Aliens with his hand gun. The next shot he is seen changing from his rifle to his hand gun. The next shot his hand gun is seen to be empty (slide locked back), but the next shot his handgun is loaded again.
Continuity mistake: When Lieutenant Martinez is ordering Staff Sergeant Nantz to evacuate the troops and civilians off the freeway, there's all this black ash type stuff all over his mouth and even in his teeth. Afterwards when Nantz runs off, LT Martinez says his final speech on the radio but you can see his mouth and teeth are clean as. Also the sun is shining on his face and disappearing again throughout this scene. (01:06:50)
Answer: Most likely, coastal cities or cities near a large body of water.