The movie "Cold Pursuit" was primarily filmed in Canada, specifically in British Columbia and Alberta. The town of Fernie in southeast British Columbia was used to represent the fictional town of Kehoe, Colorado. Key filming locations in Fernie included Fernie Alpine Resort and the historic downtown area. Additional scenes were filmed in Alberta, at places such as Fortress Mountain, Gusty Peak, Spray Valley Provincial Park, and Kananaskis Village. Vancouver and the Cranbrook Airport in British Columbia also served as filming locations. The snowy mountain scenery depicted as part of Colorado's Rocky Mountains in the film is actually the Canadian Rockies in Alberta and British Columbia.
