"Where Is Falling for Christmas filmed?" Well, it's a Christmas movie, so it was probably filmed in the North Pole. Just kidding. It was actually filmed in the picturesque town of Banff, Alberta, Canada. The town's snowy mountains, beautiful forests, and quaint streets make for the perfect backdrop for a Christmas film. The movie also features scenes filmed at nearby Lake Louise, a popular tourist attraction known for its stunning ice formations and crystal clear waters.