A taut psychological thriller about modern motherhood, The Secrets She Keeps is based on a novel of the same name by serial bestseller Michael Robotham. Style & Culture Where is 'Virgin River' filmed? BBC PicturesThe Secrets She Keeps also takes a brief trip out of town to visit Katoomba in the Blue Mountains, to the west of Sydney. Style & Culture Where is 'The Luminaries' filmed? Style & Culture Where is 'Little Fires Everywhere' filmed?