In the final episode, Max and Paddy are supposedly in Newcastle, but the locations are mixed up a bit. Here you can see the "Angel of the North" and the "Tyne Bridge".

However, when Max talks about the cotton industry and Paddy points out that the girls don't wear much, the kebab shop they pass is called "Trojan", which is actually on Higher Market Street, Farnworth.

We then immediately see Max and Paddy pass the "Tyne Bridge" again...

... and then they pull up outside "Club Seal" - actually "Club RAC" (formerly the "Rose and Crown"), which is just up the road from "Trojan" on Lower Market Street, Farnworth.

Update: 12 August 2006 - Steve Gartside emailed me to say, ”In episode 6 where Paddy gets shot at the motorway services this is actually at Birch Services on the Eastbound M62 between the Bury and Middleton junctions and not at Scotch Corner Services as portrayed in the show.”