The last scene was shot at Hollywood Beach on the boardwalk which is also where the final scene in the episode Iron Pipeline was filmed.
The scene where Jim and Callie are at the hospital, watching Juliana at the pay phone, was filmed on one of the new sets built on The Glades sound stage. Production turned the interior and exterior of a corner of the stage to look exactly like a hospital. The hospital was designed to look just like the interior of an old hospital in Fort Lauderdale where they'd filmed before.
The scene where Jim follows a trail of blood was filmed in an area of Oleta State Park known as Gilligan's Island. It's a popular bike trail.
The construction, scenic, art, and set decorating departments added walls, doors, windows, and some distressed paint to a pavilion to create the shack used for Colonal Forey's Swamp Adventure. They did the same thing with the Country Crocker restaurant which was a French bistro on Oakland Park before the same crew got a hold of it.