I just saw episode five and noticed something the first minute into it. I live in Dallas, and noticed that the scene on the street was clearly filmed here. There are two signs in the background that confirm this to me.
It's great and exciting when you can tell a tv show or movie is filmed where you live.
I work in downtown Dallas and I saw the production crew out there a few times when they were filming scenes from a couple episodes for the series. When it finally aired I would watch to see how many Dallas locations I could spot. My favorite was in the episode "An Innocent Man", which had a courtroom scene that I could tell was filmed in Probate Court 1 in the old County Criminal Courts building on Main Street (I believe the show Prison Break shot some scenes in this same courtroom some time earlier.) I laughed a little when it showed the Matt Long character walking out of the courtroom and into a hallway (which is on the other side of the same building and on a different floor) where he has a conversation with the James Morrison guest character, before walking back into the courtroom, though really he would have walked into an elevator if they hadn't cut to the shot of him going into the courtroom.
And the scene at the end of that episode where James Morrison has the emotional reunion with his son who has been released from prison was filmed in the lobby of the George Allen Courts Building on Commerce Street.
The north Texas area is a great location for shows or films like this, and I hope more productions make use of it in the future.