Where is Brokeback Mountain?

Where is Brokeback Mountain?

 

Set in Wyoming, USA:
http://wyomingtourism.org/cms/index.php?id=197

 

Filmed in Alberta, Canada:
http://www1.travelalberta.com/Stories/index.cfm?action=display&storyID=1

 

But Ang Lee said everyone has a Brokeback Mountain in them...