Aha! I found the episode. It was actually done in Derby, VT. But it's still pretty funny and on-topic.
Link to episode (4 min.)
We should do another location. Anyone have an interesting place for us to guess?
Thanks for that link to the comedy spot on the border crossing. It was hilarious. There's some border watching at The Smuggler's Inn in Blaine but it's primarily just in fun. It's mentioned in some of the press articles on their site here: http://www.smugglersinnblaine.com/press.html
The property for The Smuggler's Inn goes all the way up to Zero Road so about 5 feet of his grass is in Canada. Whenever he mows his yard it trips the sensors and the Border Patrol will often send up a helicopter to check out what's happening. The owner says he's been trying to get the US Federal government to mow his lawn as that'd be a lot cheaper than what they're spending on helicopters right now.
You can see his back lawn that strattles the line here. I'm standing just inside the US side. He's just put up a crosswalk in an attempt to slow down traffic on Zero Road which is posted 35 KMH (about 22-25 MPH) but sees speeds much higher. He had just installed the "you can't get here from there" sign that morning. They're also going to put a gazebo on the left which will be only about 4 feet from the line.