As a native San Diegan, I must just point out that the original Anchorman
was filmed almost entirely in Long Beach. We had practically nothing to do with it, save for one day spent filming at The Prado, a Balboa Park restaurant. It's almost invariably the case that if you set a film in a specific locale they will choose to film it hundreds to perhaps thousands of miles away.
Besides, we have far more awesome movies to our credit like The Hunt for Red October
(even if Sean Connery was the least convincing Soviet since