Have to wonder...

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Hmm, I never wondered that, but it is a good question. Vermont is not a big place, but there are a few fairly large office buildings, both in Rutland (where I belive they filmed most of the movie) and in Montpelier. It might have been a bit of a pain to move the crew and get a licence to film in Montpelier, but I don't really see a big problem.

I suspect being lazy or simply never thinking to ask around for permission.