Henley finally arrives at the boarding house where she's staying.
It's here that she meets the widows and Mr. Grieves, and is warned not to go upstairs.

This is actually Terralta Cottage, at 160 Dorset Street West, in Port Hope, Ontario.

Here is a Google StreetView panorama of the cottage:

A lot of the action takes place at the police station.

This is actually Port Hope's Town Hall (built in 1851) at 56 Queen Street.

Here is a Google StreetView panorama of the town hall:

A few of the businesses on Haplin's main street are featured in the pilot.

One is Big Dave's Pizza Barn, where the owner imports New York tap water for his pizzas.

This is actually an empty storefront at 49 Walton Street, in Port Hope.
(It's between the real Dimitri's Restaurant and Mad Money Clothing.)

Here is a Google StreetView panorama of that storefront:

Another of the Haplin businesses is the movie memorabilia store run by
the mysterious Merritt Grieves (Sam Neill).

This storefront is at 59 Walton Street, in Port Hope.

Over the years, it has housed a number of businesses, most recently an antique store.

Here is a Google StreetView panorama of that storefront:

A minor crisis erupts, just as the "Thaw Fest" is about to begin, when a citizen puts up
a banner reminding the town of the missing victims of "The Magic Man".

This banner scene was filmed on Queen Street, looking north to Walton St., in Port Hope.
(The peaked building at the end of the street is 28 Walton St.)

Here is a Google StreetView panorama of Queen Street:

(Some of the later Thaw Fest scenes were filmed at Montebello Park in St. Catharine's, Ontario).

And lest you think I forgot about the opening murder scene, where Jerry Friddle is killed
in an ice fishing shack on the frozen "Mac's Pond"...

We have to go outside of Port Hope for this one. But not too far.

They filmed this frozen lake at Discovery Harbour - an historic tourist spot,
at 93 Jury Drive, on the shore of Penetanguishene Bay, Ontario.

(That's about 150 miles northwest of Port Hope.)

Here is a Google StreetView panorama of the same area when it isn't frozen over:
(at least as close as Google's camera came to it)