There's tons. Pittsburgh and LA are the most prominent in the film. Other than city scapes, stock market, and a few shots on wall street in New York it's mostly Pittsburgh and LA.
Heinz Field, the courthouse steps, suburb shots, Gordon's house, Foley's house, Bane and Batman's final fight, the streets with The Bat, Batpod, Tumblers and HEMTT, some underground, Blake on the streets, alleys, all Pittsburgh.
I tried looking for myself in the shots of cops on the steps. The FAR right. But the scene is only like 30 seconds long.
Wonder if Dark Magic will be able to see himself. Can't wait for a pause feature on Blu Ray/DVD.