If you're creative, I'd be surprised if there is any place in the US where you can't find an outdoor location that will work.
Some of the places to consider in a more urban area:
-- under a highway bridge
-- in an industrial area on a weekend when it's deserted
-- on a construction site after hours (or on a weekend)
-- Outside/in back of / next to a foreclosed building (commercial or residential)
-- In an obscured area of a public park
-- In a railroad or light rail right-of-way area
-- In the loading dock area of a commercial building that's either vacant or closed for the weekend
Granted the legality of some of these areas is quite questionable, but I know of a LOT of producers that shoot in places like that all the time and you very rarely hear of any sort of problems.
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