We open in the town square, prepping for one of their adorably ridiculous town festivals (get used to these - there are a lot of them!), with Lorelai bemoaning the fact that she hasn't had clean underwear in three days. When Rory asks what she's wearing under her skirt, she replies with, "Not underwear."(#RoleModelMom) In Connecticut. In October. Without stockings or anything. It could not be more clear that the show was produced in California.