For it's latest Pop Pilgrimage, the A.V. Club travels to film locations for The Walking Dead. Senoia, Georgia, has been the setting for a lot of movies, including Driving Miss Daisy, and lately it doubled for the community of Woodbury. The Green farm from teh second season is not far from town, and nearby Raleigh Studios is where most of the interiors are filmed.
The Walking Dead hasn’t shot in Atlanta since season one, but some of the show’s most memorable scenes—particularly from the pilot—were filmed there. The hospital Rick stumbles out of is owned by an organization that helps the homeless, the Walking Dead CDC isn’t the actual CDC—which has only given permission to be filmed once, for Contagion, and even then just exteriors—but the Cobb Energy Performing Arts Centre, a much cooler-looking event hall. The street scenes, department store, and some other buildings that appear in the background of the pilot were all shot in or near downtown.
Some of the places didn't have to be changed at all to resemble a zombie apocalypse; others are shown in a video to have changed dramatically of the series. See that video, as well as plenty of pictures at the online tour from A.V. Club. Contains spoilers.