Drive director Nicolas Winding Refn traces the various locations across Los Angeles in his interview with Movieline, which features an interactive road map of the urban terrain (below, with trailer). Drive, rather than show Los Angeles gloss and style, uses the grittier locales of the downtown, Reseda, and Echo Park neigborhoods--areas not frequently seen in movies about the City of Angels.
Because Refn doesn't have a driver's license, he rode shotgun as the film's star, Ryan Gosling, drove him around on the hunt for places to shoot. It surely helped that Gosling used to live in Downtown LA's Skid Row and knows how to drive (he did his own stunts for the film).
Refn says; “I’m very much a fetish filmmaker in the sense that I just shoot what I would like to see,” the director said. “Not always understanding it, but just instinctively knowing that it would be interesting to make it like this." Gosling shares lots more about their collaboration and bromance in our interview.
Refn explains that he wanted to take a tourist's perspective of the city: "I wanted to live the life of a European filmmaker in Los Angeles, coming to a city that I didn’t know, that I only knew from cinema and mythology."
More at Movieline.