Where was Union Pacific filmed?
1939 film by Cecil B. DeMille
Union Pacific (1939) was filmed in Stockton, Council Bluffs, Cedar City, Kanab and Iron Mountain District, 5 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 5 places. Each links to the sentence that says so.
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Towns & cities
Stockton
United States
County seat of San Joaquin County, California, United States
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Towns & cities
Kanab
United States
City and county seat of Kane County, Utah, United States
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Towns & cities
Cedar City
United States
City in Iron County, Utah, United States
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Towns & cities
Council Bluffs
United States
City and the county seat of Pottawattamie County, Iowa, United States
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Landmarks & buildings
Iron Mountain District
United States
Series of magnetite and hematite deposits in southwestern Utah