Monument Valley, Arizona
Of course countless films have been shot in Monument Valley.
In keeping with the visits to filming locations, and given that this is the 30th anniversary of Back To The Future (and the 25th anniversary of Back To The Future Part III), I've included a somewhat distant shot of the Drive-In movie location from BTTF III.

We took a private jeep tour of the Restricted Area of Monument Valley that is only accessible with a Navajo guide. Along the way we came across the general area where BTTF III was filmed. Naturally all remnants of the set were removed after filming ended. The actual location is off limits to all but the few Navajo who live there but while looking at the 2015 photo, down on the valley floor left of center (and to the right of the first butte on the left), the area can be spotted when comparing the background monuments with those in the 1989 screen capture...


1989
2015