Film & Video, Oct 1998, p46-48, states: To create idyllic setting of Pleasantville, the filmmakers built the entire town center in Malibu State Park, "probably the first backlot to be built in the last 30 years," reports Ross. "Production designer Jeannine Oppwell (L.A. CONFIDENTIAL) did an amazing job. We built for some three months, creating three streets, 21 buildings and everything from the necessary wiring to the curbs and pavement. That was a pretty big undertaking right there."

Also, the residential area where Bud and Mary live was filmed on the Warner Brothers ranch (you can see the milkman delivering to the house that the Burnhams lived in in American Beauty!)