To my knowledge, the locations vary. But they're all centered in Eastern Europe. There's a comment somewhere, on one of these videos either of his or a remix, where they break down every music video and the country it was filmed in.
not worth it man, think about how your relatives and friends would feel. some would fall into deppression and do it too cause you did it, it will get better man theres no reason to do so. god help your soul he is watching you right now