Downtown, Salt Lake City.
More details about the cathedral here.
Map:
[googlemaps https://maps.google.com/maps?ie=UTF8&q=cathedral+of+the+madeleine+remodel&fb=1&gl=us&hq=cathedral+of+the+madeleine+remodel&cid=0,0,14810443952583014462&t=h&ll=40.769909,-111.881625&spn=0.001379,0.001717&z=19&iwloc=A&output=embed&w=600&h=480]
