Directors making blue collar movies have found a palpable palette in Cleveland's rust belt appearance. The industrial feel of Cleveland combined with the city's Eastern European influences (as seen in its churches) has attracted filmmakers seeking unmatched dramatic film locations or for present day indie films. There are many well-known sites and landmarks in Cleveland that also contribute to it being a unique and recognizable city. The best known movies filmed in Cleveland include Deer Hunter, A Christmas Story, "O" is for Ohio, and of course American Splendor.
Saint Theodosius Cathedral - Russian Orthodox (founded 1896). The opening wedding scene in Deer Hunter was filmed here.
A Christmas Story
My Dad and I went to where "A Christmas Story" was filmed which is now a museum.
All exterior and Black Bart scenes were shot here, but the other (interior) shots were done in a movie studio in Canada. Some guy bought the house and made the interior into a replica of the movie home. He pulls in close to $675,000 a year, while the movie only cost $4 million to make.
Here's a link for more information on movies shot in Cleveland: http://cleveland.about.com/od/filmsandfilmmakers/tp/clevelandmovies.htm