After the argument, Ben & Pete meet at a dingy bar, where they talk,
drink, and eventually they decide to go to Las Vegas.

This scene was shot at an actual bar called "Del's Saloon". You'll find it at
12238 Santa Monica Blvd, in West Los Angeles. That's part of a strip mall
near the southwest corner of Santa Monica Blvd & Wellesley Ave, about a
mile west of the San Diego (405) Freeway.

The Las Vegas scenes were shot on location at (what was then called) the Aladdin Resort & Casino,
at 3667 Las Vegas Blvd, in Las Vegas, Nevada. It is now called the Planet Hollywood Resort & Casino.

The circus scenes (where Ben freaks out) were filmed at Cirque du Soleil’s original Vegas show,
"Mystere", which is showing at Treasure Island (at the Mirage), at 3300 Las Vegas Blvd.

Alison goes into labor, and Ben drives her to the hospital.

That driving scene (in the photo above) was shot on Santa Monica Blvd, in West L.A.
That's ten blocks west of the San Diego (405) Freeway, and just six blocks east of
an earlier location, Del's Saloon. (They are driving west/southwest on
Santa Monica Boulevard. The camera is looking north.)

We see them pull up in front of the hospital. (Ben parks in a handicapped space.)

That hospital was actually Valley Presbyterian Hospital, which is located at
15107 Vanowen Street, in Van Nuys (a long drive from Santa Monica Blvd.)
That's in the middle of the Valley, just east of the San Diego (405) Freeway, and
about midway between two previous locations: Baby Town and the drugstore.

As the movie ends, and the credits begin to roll, we see Ben & Alison heading home,
in their car, driving down a slanted road towards a beach street below.

The beach street below is Pacific Coast Highway.  The slanted road heading down to PCH
is known as the California Incline. They are headed northwest (which, in real life, would
take them to Malibu, not Brentwood). The green lawns dotted with palm trees,
which we see on the cliffs above, is Palisades Park, in Santa Monica.