“Hill Street Blues” and “L.A. As the whiny Fay Furillo on “Hill Street,” Barbara Bosson continued a practice of working with her husband, Bochco. Set in an anonymous inner city, “Hill Street Blues” was filmed in Los Angeles and Chicago. From the first episode, in which Capt. Furillo had to solve a hostage crisis with little help from the Emergency Action Team leader, to the final, in which a major fire gutted the station house, “Hill Street” was an innovator.