On Location is a term used to describe the filming of a television show or movie on the actual site where the story is set, as opposed to indoors on a soundstage designed to look like, or at an outdoor site substituting for, the real one.
The three Law & Order series on NBC are filmed "on location" in New York City, whereas CSI:Miami and CSI: New York on CBS, for example, are filmed in Los Angeles, with occasional trips to the cities where the series are set to film "establishing shots."
