Where was The Sky Pilot filmed?
1921 film by King Vidor
The Sky Pilot (1921) was filmed in Sierra Nevada, Banff, Truckee and Wainwright, 4 places named in its Wikipedia article, in Canada, 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 4 places. Each links to the sentence that says so.
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Towns & cities
Banff
Canada
Town in Alberta, Canada
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Landscapes & nature
Sierra Nevada
United States
Mountain range in California and Nevada in the United States
“Shot largely in the High Sierra near Truckee, California, this big budget western was plagued by bad weather.” Wikipedia
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Towns & cities
Truckee
United States
Town in Nevada County, California, United States
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Towns & cities Wainwright
Canada
Town in Alberta, Canada