These movies were shot in Minnesota, although they may not take place there.
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Fargo -
High Fidelity -
He Got Game -
Beautiful Girls -
Purple Rain
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The Adventures of Rocky & Bullwinkle -
Angus -
Aurora Borealis -
Contagion -
D3: The Mighty Ducks
Set in Minnesota
These movies all take place in Minnesota, although they weren't necessarily shot there.