Although no geographical location is ever given during the run of the series, it was clearly meant to be set in the US, with such things as American currency being used in any scene that involved money, and in one episode, a character saying something about being "in America." Even so, there were often things shown in scenes that clearly identified the location as Toronto, where the show was filmed, or Canada in general. Well known Canadian landmarks such as Casa Loma and part of the Toronto skyline, showing the recognizable Royal York hotel were seen, a train boxcar is shown with the word Canada written across its length in large letters, and vehicles also had Ontario license plates. While most outdoor scenes were kept non-descript, there were several scenes throughout the run of the series where the trio was driving along Yonge Street in Downtown Toronto, which is one of the most recognizable areas of Toronto. Americans who had never been to Toronto would likely recognize the area, just as Canadians recognize well known areas of New York and LA seen in TV shows, even if they have never been there before. These are just a few examples, but there are others as well.
In "A Cup of Time", Jack poses as a homeless man and removes a toupee from his head after Lady Die gives him the cup. Posing as a homeless man was a spur of the moment decision after he got to the park and realized Lady Die was there, so he wouldn't just happen to have a toupee since he doesn't wear one normally.