Wayne's World was set in Aurora, but only certain outdoor shots were filmed there, the rest in L.A.
edit - sorry, I accidentally deleted the rest of my post. I was going to add I think it was just the second unit which filmed in Aurora - would that even garner a "filmed on location in Chicago" credit or even a "thanks to the municipality of Aurora" credit? Does any screen time automatically require they thank/credit the place where it was filmed?
One would think they might possibly acknowledge Aurora since the film takes place there even if only seconds of it was actually filmed on location, but the Sentinel does not take place in Mississauga at all.
Mississauga appears to only be captured on film in two, possibly miniscule, shots of the exterior of two houses...there's no way they'll say "filmed in Mississauga" separately when they're guaranteed to already be saying "filmed on location in Toronto."