How many other films do you know that are "set" near, actually take place in, or originate from...?

Billy Jack (1971) ~ some scenes filmed there (I don't recall if they say the name in the movie.)

The Atomic City (1952)

IMDb synopsis:

At Los Alamos, New Mexico, the maximum-security "atomic city" of U.S. nuclear-weapons research, top atomic scientist Frank Addison has a normal, middle-American life with his wife and son...until the boy is kidnapped by enemy agents to extort H-bomb secrets. Result, a fast moving chase thriller with some parental soul-searching.

http://www.imdb.com/title/tt0044382/

Infinity (1996)

IMDb synopsis:

Richard Feynman proceeds on to college where his studies and the war lead him to Los Alamos to work on the Manhattan Project.

http://www.imdb.com/title/tt0116635/

Here's an IMDb page with a list of movies filmed wholly or partially in Los Alamos:

http://www.imdb.com/search/title?locations=Los%20A...

True dat. The movie you're thinking of is called "Let Me In." It's a pointless and inferior remake of the 2008 Swedish film "Let the RIght One In."

Valles Caldera (near Los Alamos) is the set of many Western movies, including The Gambler, Buffalo Girls, and The Missing.

The easiest would be:

"Fat Man and Little Boy"

http://www.imdb.com/title/tt0097336/

Edit: He clearly meant "Let Me In" the 2010 remake of "Let The Right One In"

Filming locations for "Let Me In" (2010)

Albuquerque Studios - 5650 University Boulevard SE, Albuquerque, New Mexico, USA

Los Alamos, New Mexico, USA

New Mexico, USA

Let the Right one in filming locations.....

Blackeberg, Stockholm, Stockholms län, Sweden

Boden, Norrbottens län, Sweden

Bromma, Stockholm, Stockholms län, Sweden

Örnäset, Luleå, Norrbottens län, Sweden

Let the Right One In is set in the western Stockholm suburb of Blackeberg, sir. Which is not New Mexico.

So you've disqualified yourself.

EDIT: Of course he clearly meant Let Me In. But he chose to phrase this question rather severely, so he got called on it.