According to SuperHero Hype!, "Spider-Man 3" is currently shooting in New York City and will be there for five weeks. You can read a couple of set reports here and here.
"Spider-Man 3" previously visited Cleveland, Ohio. You can check out some of the action scenes captured by fans at YouTube: Spider-Man swinging around, chase scene #1, chase scene #2, chase scene #3, and chase scene #4.
This third installment of director Sam Raimi’s hugely successful Spider-Man series finds the webbed superhero (Tobey Maguire) and his girlfriend, Mary Jane (Kirsten Dunst), embroiled in a love triangle while confronting a new slate of dastardly villains.
Starring Tobey Maguire and Kirsten Dunst, "Spider-Man 3" is slated for May 04, 2007.