It was filmed in Georgetown Colorado. About 45 miles west of Denver.
My wife got me to look this up, thinking it was in Manitou Springs, CO which is combined with the city we live in Colorado Springs, but we were wrong.
Here is a link
http://www.coloradofilm.org/ldb_results.php?placeName=town
5th one down says it was filmed in Georgetown.
EH
I just saw this movie again last night and could have sworn it was filmed in Crested Butte, CO -- where I used to live for several years. But after thinking about it and looking at the time frame in which the movie was made, I guess I would have realized if a film crew was in town!
It's Main street in Georgetown, Colorado. When Peter O'toole's character comes out of the van before he tells them to show themselves, that is the sign for Shoppe International in the bottom left corner of the screen.
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