If you've been pining for the great outdoors, this is the place for you. Calgary sits just east of the beautiful Canadian Rockies and it was here that Ang Lee filmed Brokeback Mountain. While you are here, you might even want to visit some of the locations where they shot. As far as a real life gay scene, Calgary has some of that too. Like any town of its size, Calgary offers a fun mix of gay bars and has a new big dance club.