According to the IMDb page for Who Killed Santa? A Murderville Murder Mystery, the filming location for the Netflix special was Los Angeles.

Joining Will Arnett for this murder mystery is Jason Batemen and Maya Rudolph, playing themselves. Jason and Maya have not read the script, so they're basically performing improv style alongside Will as he continues to act in character as Detective Seattle.

The total runtime for the Who Killed Santa? A Murderville Murder Mystery is 52 minutes. Returning Murderville cast members reprising their roles for the Netflix holiday special include Lilan Bowden, Kurt Brahnohler, Dennice Cisneros, Eliza Coupe, Tawny Newsomec, Courtney Peachman, and Hannefah Wood.

It's not exactly clear when Who Killed Santa? A Murderville Murder Mystery was actually filmed. What we do know is that filming for the original first season of Murderville took place last fall around August 2021, because Will shared a photo on his Instagram in costume as Detective Seattle onset with guest-star Conan O'Brien.