Oooh... I couldn't tell the was the arts building, cause you can really only see him driving down the stairs in the shot, and really, stairs could be anywhere.

But, yeah, there's a shot where he's standing in the street right at the corner and you can see the museum and the library behind it. (That's a poor description, but you hopefully you know where I mean.) I recognized it immediately since I used to walk that way every day.

X FILES FTW!