Deadpool is one of those, though the city it takes place in is never clear (somewhere in the US, judging by the license plates). Some of the Vancouver locations used in the film are obvious; the Georgia Viaduct shootout, notably. YouTube Channel Exit Thru the Gift Shop went a step further, touring recognizable and less recognizable shooting locations.
The host visits 11 different spots where many of the film's scenes took place. Clips from the film are also shot, to give the location's context within the Deadpool films. He also shares some of the histories of real-world locations.