Kind of. My actual hometown suburb of Eastbourne in New Zealand was the setting for the forgettable film called "Separation City". My old house or my parent's current house may have appeared in it, I wouldn't know 'cause I haven't seen it.
Also just around the corner from my parent's current house is the vacant lot where Peter Jackson constructed 1933 era New York for "King Kong".
Also, I live in Wellington New Zealand, so add to that list Lord of the Rings, Hobbit, Avatar and anything else that had the involvement of Weta Workshop/Digital or Peter Jackson.