Apparently filmed in and around the historic parts of Washington, D.C. (an area called Georgetown, parts of which go way back before the Civil War and are now often preserved as historical sites. Notice the Lori Singer character in the film was masquerading as a person interested in Tom Hanks's apartment as one such historical site.).
BTW, you can usually find filming locations for a movie or a show by going down the far left column on the main page (here on IMDb) of any film, and clicking on "filming locations". It's included under "Other Info". For further fun, you can then click on the list of locations that it returns, and it will give you a list of all the movies or shows that have been filmed in that location.
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