Batman Makes the Scenes (2) - S1-E34
Revealing mistake: While Batman and Robin are being held in Penguin's vacuum room, some of the stunt's dark squibs attached to the balloons become visible during this scene. We can even see a squib spark on the last pink balloon. (00:02:15)
Answer: There wasn't one singular city used. It was shot in and around various locations in California, plus on a lot of sets and backlots. Ex. Some scenes were shot in LA, some in Pasadena, some in Santa Barbara, etc.
TedStixon