Where was Session 9 filmed?
2001 film by Brad Anderson
Session 9 (2001) was filmed in Danvers and Danvers State Hospital, 2 places named in its Wikipedia article, in the United States. 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 2 places. Each links to the sentence that says so.
