In which city is 'The Blues Brothers' set?

In which city is 'Home Alone 2: Lost in New York' mostly set? In which city is 'Sleepless in Seattle' partly set, besides Seattle? In which U.S. state is 'Fargo' (1996) mostly set? In which city is 'La La Land' set? In which city is 'Ferris Bueller's Day Off' set? In which city is 'Mrs. Doubtfire' set? In which city is 'Ghostbusters' (1984) set? In which city is 'Die Hard' (1988) set?