While the city is never identified, the police badges and numbered streets are similar to those used or located in New York City. However, the dispatcher says "KMA 367" over the radio. This FCC call sign was and is registered to the Los Angeles Police Department, and is valid through the year 2025.
The Penal Code numbers used are from California law: 415 (disturbing the peace), 459 (burglary), and 211 (robbery). Also some of the street names are from Los Angeles.
(at around 1h 1 min) Frank Tuttle, the set decorator, is listed as one of the police officers on the blackboard.
The police car used by Rocky and Dan is a 1949 Ford Custom.
Upon entering the night club, when Rocky jokes that of all the nightclubs, they walked into this one, it likely is a tip of the hat to the more famous version spoken in Casablanca (1942).