Speaking of golf movies with locations, Happy Gilmore was filmed in a few places around town, some being Furry Creek, Swan-e-set, and the course I'll probably be working at soon, Riverway. I was playing there the day they were doing the batting cage scene, and Carl Weathers walked into the cafe while we were eating lunch. That guy is absolutely massive in person, he's got shoulders that would make Brock Lester look skinny.
It was also really odd to see them cut to other places completely different from the course they were on. You'd see him tee off on the first tee at Riverway, fly though the air at God knows where (some large treed course where Riverway is open Links syle) and then land on the green at Riverway's first again (which BTW is about a 380 carry from the Blues, 420 from the Blacks, hehe)
There was also a Jackie Chan movie (Rumble in the Bronx I think) where the end is at Swan-e-set as well, but what's funny is to see a hyrofoil careening down the streets of Downtown Vancouver and then 5 seconds later rolling down the fairway at Swan-e, when it is a good hours drive in a CAR much less a hydrofoil from the Downtown core.
Knockaround Guys also has a cut scene on the DVD where they are supposed to be playing at Winged Foot, but I think it is an imposter course, someone here could probably give the scoop on that better than me.