Where was Joker: Folie à Deux filmed?

Filming locations

• Towns & cities Los Angeles United States Seat of Los Angeles County, and largest city in California, United States
• Towns & cities New York City United States Most populous city in the United States
• Landmarks & buildings New York County Courthouse United States Courthouse in Manhattan, New York

  “Gaga had filmed scenes with a crowd of extras demanding Joker's arrest outside the New York County Courthouse, which had led some onlookers nearby to mistake it for Trump's arrest following his first indictment.” Wikipedia

• Towns & cities Belleville United States Township in Essex County, New Jersey, United States

  “Arkham Asylum scenes were filmed at the abandoned Essex County Isolation Hospital in Belleville, New Jersey.” Wikipedia

• Studios & sets Joker stairs United States Steps in Highbridge, The Bronx, New York City

Also per Wikipedia's article

The Wikipedia article names 4 more places. Each links to the sentence that says so.

Also shot in these places

Set in the same places