While the film is set in Salem, Massachusetts, most of it was shot on sound stages in Burbank, California. Typical Hollywood. However, a good portion of the outdoor locations were filmed in Salem and Marblehead, Massachusetts.
In fact, some major spots of the New England town were used for pivotal scenes in the film (including the infamous Dennison's House where the Sanderson Sisters were summoned).
For example, according to Country Living, Salem’s municipal building, Old Town Hall, was used as the location to shoot the Town’s Halloween Party. Not to mention, the opening scene of the movie took place in Salem's Pioneer Village (the country's first living history museum). Max and Dani’s house is also a real location that was built in the 1870s and is now a popular tourist spot, while Allison’s house is a real-life mansion built in the 1720s and is rumored to be haunted. Spooky.
Salem is also the home of Max and Allison’s school, John Bailey High School, in the film. Called Phillips Elementary School, the education building actually closed down in the early '90s and is now used as a condo complex (we bet that one’s haunted too).
As for the cemetery, it also exists off the big screen, only not in Salem. Instead it's in Marblehead, Massachusetts and is called Old Burial Hill. While we are automatically spooked that these places actually exist, we now feel the need to plan a trip to Salem and see them all for ourselves. And did we mention fans can take a self-guided walking tour of the film’s most important scenes?
