I know that the movie "Office Christmas Party" was filmed in Chicago, Illinois, specifically at the Fulton Market in the West Loop neighborhood. The building that was used as the main office was the historic Chicago Board of Trade Building. The production team also used various locations around the city for exterior shots and scenes set in the fictional company headquarters. If you're looking for a fun and festive holiday experience in Chicago, I would highly recommend checking out the various festive attractions and events that the city has to offer during the holiday season.