Continuity mistake: At one point during the fight scene between Sam Caine and the intruder, they fight over a shotgun. When they both fall over the shotgun disappears. A sound effect of the gun falling to the floor is even inserted to cover up the fact that the shotgun just vanishes.
Continuity mistake: When Waldman is telling his wife Alice how disgusting her dog is, the way he holds his spoon keeps changing between cuts.
Answer: According to IMDB, the final scene was filmed at Figueroa Mountain Farmhouse, Los Olivos, Santa Barbara County, California.