Zack Snyder's Watchmen has been seen filming at the Riverview Hospital in Vancouver. Watchmen Comic Movie.com reports that filming started inside the Crease Building on October 4th - a building which had previously been used as the Gilette Manticore base in the Jessica Alba-starring superhero show, Dark Angel.
Riverview Hospital has been used in numerous films and television series in the past. It's interior has served as a hospital, asylum or prison setting for the CW's Smallville and Supernatural, as well as in Fox's X-Men. The graphic novel for Watchmen features several prison sequences, so it seems likely that these were the scenes worked on at Riverview.
The exterior of the hospital was set up to film a protest scene at 'State University.'