A set is artificially constructed scenery used in theatre, film and TV. In the latter two cases there are many reasons to build or use a set instead of travelling to a real location, such as budget, time, the need to control the environment, or the fact that the place does not exist. Sets are normally constructed on a film studio backlot or sound stage, but any place that has been modified to give the feel of another place is a set.
New York Street at the former Columbia Ranch Burbank California
Ancient Rome set at Cinecittà Studios.
"Coastal Command " a production set on a soundstage at Pinewood Studios, Iver Heath, Buckinghamshire, March 1942
Glasgow city centre dressed as Philadelphia for the Brad Pitt feature World War Z in 2011