Do they realy Film at the accual locations there in, like do they realy film at Hardvard Basement?

they probably aren't doing much filming at actual locations, most of the series is being filmed around New York.

http://www.fringebloggers.com/fringe-filming-location-news/

http://www.variety.com/article/VR1117985625.html?categoryid=14&cs=1