Ahh, then it doesn't sound like the place they shot at. And after looking for this [link] one of their episodes, I realize it definitely isn't the place, but I can see why it reminded me of it.
I definitely recommend this series. It's scary and pretty well done honestly. It's like a mixture of Blair Witch Project and Paranormal Activity only with the Slenderman. It scare the living hell out of me just from their suspenseful scenes and I'm not one to get scared at horror movies.