Paris

Got this from the comment box:

they shot in Paris the weekend after they wrapped the Rittenhouse Square
sequence.

Europe

http://www.dnaindia.com/report.asp?newsid=1127224

A new artical says that The Happening filmed in Europe anyone know anything about this?

...most of the film has been shot in Shyamalan’s hometown Philadelphia, a
part of it has also been shot in Europe...