Fairly certain that's Chicago, in an AS350. The pilot flying that job is a Chicago local that frequently flies low-level film jobs and is known for his work on the many motion pictures that have been filmed in and around Chicago.
Streets have been closed and MANY recce's have been done. Engine failure? Put it down on the closed street. It's not a willy-nilly operation, but rather a well rehearsed one.
It's clearly not pointless to the film crew, as this is done at great planning, permitting, and expense.