When you think of Ferris Bueller’s Day Off, you think of Chicago because it is a leading character in the movie. Was the whole movie filmed there? That was something that Gina Rodriguez wanted to know since she is from the windy city, so she asked him yesterday when they were both on The Late Late Show with James Corden. What did he tell her? The exteriors were shot in Illinois, but the interiors were filmed in…Los Angeles. Dang that Hollywood trickery.