Enter Batgirl, Exit Penguin - S3-E1
Plot hole: When he abducts Alfred, believing him to be a minister, Penguin suffers a peculiar memory lapse. He's encountered Alfred twice before in previous episodes, even kidnapped him once before (knowing full well that he was Bruce Wayne's butler). Yet here, he fails to recognize Alfred at all. (00:12:30)
Answer: There wasn't one singular city used. It was shot in and around various locations in California, plus on a lot of sets and backlots. Ex. Some scenes were shot in LA, some in Pasadena, some in Santa Barbara, etc.
TedStixon