Watch a movie car chase set in a city you know ! For example, the Ronin car chase in Paris jumps from street to street all over the region in an entirely nonsensical way - but a person who doesn't know Paris won't mind at all, and it does look very Parisian... The rest of us just has to suspend disbelief !
Bourne Identity 2. They start out on what looks like Palolem Beach in Goa, turn and walk off it into some bustling town nothing like the village there, before a few minutes later being embroiled in a car chase through somewhere looking more like Panaji.
Another example from the Bourne movie the takes place in Berlin: when he's on his way to Berlin he's not feeling well and has to pull over. But that scene was filmed in Berlin so I found it rather confusing when shortly after the scene he's still on his way and not there yet at all.
The Steve McQueen flick Bullitt w/ the car chase thru San Francisco[0] is a good example of a car chase skipping around (and one that goes thru locations people on HN may be personally familiar with).
The Morse/Lewis/Endeavour programmes often show that sort of thing, with the characters walking through various scenic areas of central Oxford which aren't directly connected.
I had an interesting experience with this for Michael Jackson's "Speed Demon" music video. I watched our copy of Moonwalker countless times, but watching the video as an adult, I recognized a number of streets and the freeway, and I realized they filmed the road sequences in Portland, OR (my home town). And it suddenly made sense, as the stop-animation in the music video came from Will Vinton studios, based in the Portland area.
My favorite, certainly because of personal connections, is when the car chase leaves Long Beach, CA to go to San Pedro on the Vincent Thomas Bridge. There's often a big dramatic thing with the toll booth, but the toll booth was on the Long Beach side, so you'd have to jump over it (or whatever) before you went over the bridge.
I believe the toll booths are gone now, the bridge has been toll free in both directions since 2000.