This is an older thread, but I came across a page the tells where all the filming locations are. It's an interesting read.
Grumpy Old Men Filming Locations
A Photo Tour Of Grumpy Old Men
And Grumpier Old Men Movie Filming
Locations In The Twin Cities Area
http://johnweeks.com/tour/gom/index.html

I had heard, and had always thought, that the lake scenes were filmed on Lake Phalen, in N. St Paul, which is also where Max, John and Ariel's homes are located.
I visit Buffalo often, but was unaware that any scenes from the film were made there?
"How about some gold plastic?" - Road House

Sean William Scott is actually from Cottage Grove, MN. He went to Park High.. Same high school as my ex fianc. The lake scenes were filmed on Lake Rebecca, near Rockford, MN and Buffalo, MN. Not exactly sure where the rest was filmed.

Sean Michael Scott of the American Pie movies is from Wabasha!! Although the Wabasha portrayed in the 2 movies here is actually not far from the real one! We did a warner brothers studio tour, and the guide had explained to us why this was, but I can't remember. )=

Wabasha is on the Minnesota side of the Mississippi River, roughly 90 miles to the southeast.
I know where I've been shot, dammit, I'm a doctor!

It's Wabasha, and it's in southern Minnesota.
~ j'adore faire l'amour ~