Flagstaff
So, I thought it was interesting that the "small town" was set in Flag, but they only had about two sections where they were actually filming on location. For one, you can see palm trees (and other non-indigenous trees) in the family's yard at one point.
Not a complaint, necessarily, just an observation. I do sort of wish that they had at least made their set look a little more like Flagstaff if they didn't want to film the entire first part there, which I completely understand financially and realistically.