Where did they film this??
Monument Valley maybe?
Of course it's Monument Valley, Utah. You people never travel, right?
To be honest, to me it looked like parts of it where shot on the outskirts of Sacramento, and then they high tailed it to the southwest to do the big exterior shots. Maybe they shot some of it in Nevada.
Apparently, a lot of people just don't bother to look that stuff up for themselves on this website. Monument Valley, Utah, and Tucson, Arizona.