Where was Le cauchemar filmed?
1896 film by Georges Méliès
Le cauchemar (1896) was filmed in Montreuil, 1 place named in its Wikipedia article, in France. Wikidata records no filming location for it at all, so the article is the only recorded source. Each place says where its claim comes from.
Places per Wikipedia's article
The Wikipedia article names 1 place. Each links to the sentence that says so.
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Towns & cities
Montreuil
France
Commune in Seine-Saint-Denis, France
“The film was shot outside in the garden of Méliès's property in Montreuil, Seine-Saint-Denis, with painted scenery.” Wikipedia