The specific state in which "Highway Patrol" took place was never actually given and was in fact meticulously avoided. Most fans of the series presumed it to be California because the state was obviously quite large, had a generally pleasant climate, and featured mountains, desert, and seacoast. An exchange in this particular episode further perpetuates the "mystery". When Ann asks Dan (who is posing as "Mr. Daniels") if he's from the Lakewood area originally, he says "No, I'm just passing through. California's my state."
The convertible that Officer Dorsey pulls over at the beginning is a 1956 Lincoln Premiere. The car Officer Dorsey is driving is a 1956 Buick Special coupe. The car stolen out of the parking lot with the keys in it is a 1955 Imperial Southampton Hardtop coupe. The unmarked car Matthews and Dorsey are driving is a 1956 Ford Customline Fordor sedan. The car the stolen-car gang drives is a 1956 Mercury Custom 2-door sedan.
Filming took place on San Vincente Boulevard in Santa Monica, which was less than 3 miles from the Santa Monica Airport. As Matthews and Officer Dorsey are exiting the car at the motel, a low-flying plane is heard and then the shadow of it passing is seen on the pavement. While the airport was popular during World War II (and was at one point disguised as a false town to prevent enemy air attack), by 1958 plans to expand it met with heavy opposition due to residential and commercial growth in the area.