The Boulder Free Zone in Colorado scene where Sinese and Walston are talking with Lowe, sitting on wooden benches before stage appears to have been shot at Sundance, Utah where Robert Redford's Sundance Outdoor Theater is used for the set.
The shot of the Pacific Union station exterior and interior appears to be actually the former train station located in Salt Lake City, Utah, which is now home to the Utah State History Division offices and a museum.
In the TV series, when they empty the church full of people, it is a Protestant denomination. In the book it is a Latter-day Saint (Mormon) chapel.