not sure why the 3rd guy got thumbs down, but i found this....it is in new mexico... For the outside shots of Slash while he is playing the first solo, Axl had originally envisioned it taking place in a "cool field" of sorts. However, since the video was shot in winter, there were no good-looking fields around, and eventually the band decided to use a church in New Mexico. Coincidentally, this was the same church used in the movie Silverado. The priest in the video, an Italian man named Gian or San Antonio (the first part of his name is unclear) was a friend of Axl's. Unbeknownst to the band, the church used for the interior shots was where the priest had performed some of his last services, eight years prior to the shooting of the video.