The most recent Obama ad was filmed in the West Wing of the White House. Take a look:
Likewise, as Jake Tapper notes, the one released before this one was also filmed in the West Wing:
President Obama's newest campaign commercial was filmed inside the West Wing of the White House, an act that campaign finance experts and good government groups generally agreed was legal if not particularly commendable.
In the ad, the president – sitting in the White House chief of staff's office – lays out his view of the choice voters face this November.
White House officials confirmed that the ad was filmed in the Chief of Staff's office after ABC News inquired about it, a reporter having recognized the décor. Officials denied there was any concern about the propriety of the president being filmed inside the West Wing in a campaign ad, noting that previous presidents had done so.
Staffers for President George W. Bush say they expressly avoided filming campaign ads within the West Wing itself, though they were under the impression that the White House Residence and outside the West Wing building – the Colonnade -- were regarded as acceptable. Myriad Bush 2004 ads featured him walking in the Colonnade.