In most episodes, they open up with the exterior of House, and then shows the room location where the episode takes place, or sometimes they just open up in a room and begin the episode.
In the first episode, Made in Japan, Mr. Bumpy gets a delivery from the mail man, with the home address on the package, revealing that the show takes place at 470 Valley Blvd. in Brisbane, California.
In another episode, Squishington has an email which shows that they live in San Francisco, which is in Northern California.