Location #1: Jay follows the suspect to..

The Guggenheim Museum, 1071 5th Avenue, Manhattan, New York, United States

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Location #2: Saucer Landing

At 4927 Bennett Road, Simi Valley, California, United States

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Location #3: Jeebs’ Pawn Shop

Unknown

Do you know where this scene was filmed? If you do, please email me at webmaster@themoviedistrict.com. Full credit will be given to you. Thank you.

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Location #4: MIB Headquarters

504 Battery Place, Manhattan, New York, United States

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Location #5: Rosenberg Fine Jewelry

54 Macdougal Street, Manhattan, New York, United States