Branching off slightly from that last comment: I occasionally try to keep track of which US TV shows are shot where -- that is, which ones aren't done in California. I can think of the following.

Miami: Burn Notice
New York: The Good Wife, 30 Rock, 666 Park Avenue, Louie, Royal Pains, Smash
Vancouver: Fringe, Psych, probably more
Honolulu: Hawaii 5-0

I'm sure that's only a start. Still, these are the exceptions.