This interesting season finale has the guys vacationing in Philadelphia, where they go visit Scott's long talked about mother and her family.
As someone who grew up in New Jersey and frequently went to nearby Philadelphia, it seems obvious to me that this episode was not filmed on location at all. There is some brief aerial stock footage of the city, but in reality they were probably on the opposite coast.....most of the action is indoors (Desilu Studios in Hollywood).
This is one of the few shows to take place somewhere other than where they really are. Another from the same season was "The Warlord", which takes place in Burma but was filmed entirely on a soundstage in Spain.