on location
Of a film, television show, or other video-based media, filmed in a real-world setting not located within a studio. We were actually able to film on location at the actual FBI training academy in Virginia. I always prefer shooting on location, though the unpredictable weather in this part of the country can make it tricky sometimes.
on location
[of a movie] being filmed in a place distant from the studio. This movie was shot on location in Ontario. The actress went on location in Spain for her latest film.