According to IMDb the filming locations for the 'Lonesome Dove' mini-series were in both Texas and New Mexico ~ see related link below .
Lonesome Dove: The Outlaw Years
The 2006 TV mini-series, Broken Trail was filmed in Calgary, Alberta, Canada.
The 2001 TV movie, Crossfire Trail was filmed on the CL Ranch, which is located in Calgary, Alberta, Canada. Other scenes were filmed elsewhere in and around Calgary, Alberta, Canada.
Heartland is filmed just outside of Calgary, AB in Millarville, AB. Also other small towns nearby.
"Legends of the Fall" was primarily filmed on location in Alberta and British Columbia, Canada. Some of the scenes were shot at Maple Leaf Square in Vancouver, and Ocho Rios in St. Ann, Jamaica.
Lonesome Dove: The Outlaw Years
The 2006 TV mini-series, Broken Trail was filmed in Calgary, Alberta, Canada.
The 2001 TV movie, Crossfire Trail was filmed on the CL Ranch, which is located in Calgary, Alberta, Canada. Other scenes were filmed elsewhere in and around Calgary, Alberta, Canada.
The first season was in Calgary, I believe.
Filmed on location in Calgary, Alberta
The 2006 TV mini-series, Broken Trail was filmed in Calgary, Alberta, Canada.
It was set in Idaho but filmed in Calgary Alberta
Calgary Winter Games
Banff National Park, Alberta, Canada Alberta, Canada Canmore, Alberta, Canada
According to IMDB Montana Sky was filmed in Okotoks and Calgary in the province of Alberta, Canada. The credits at the end of the movie just say it was filmed on location in Alberta.
Heartland is filmed just outside of Calgary, AB in Millarville, AB. Also other small towns nearby.
The television show Heartland is filmed near High River in Alberta, Canada. There are also other scenes filmed in other locations in Canada.