The town scenes in this episode were filmed in the "Little Europe" portion of the Universal Studios Hollywood backlot. On the studio tour you drive through a portion of this ever so briefly (the riverboat and river appear to have been added digitally).
GPS Coordinates: 34.140682, -118.345522
These coordinates mark the location of the alley. On the right-hand shot it is located around the corner to the left.
GPS Coordinates: 34.140693, -118.345163
The boxing ring scenes appear to have been filmed on Laramie Street at Warner Brothers.
Final scenes are back at Europe Street at Universal. This area was recently redressed and used heavily for The Good Place. The above shot (taken from the tour tram) is just slightly further up the street around the corner.
GPS Coordinates: 34.140667, -118.345591