Here's the story: Only the Pilot and Fire Walk With Me were shot in Washington State. Everything else in the series, from episode 1-29, was filmed in and around Los Angeles, CA, either on location or (mostly) on a set. Below, I've put together several examples from the show (and there were way too many in my opinion) where it's painfully clear that we're no longer in a lush, rainy, moody, misty, Pacific Northwest lumber town. Instead, we're smack in the heart of Southern California's arid, rocky and sunny-as-hell climate. Also, let's not forget that it's supposed to be late February (which means no leaves on deciduous trees) in that lush, rainy, moody, misty, Pacific Northwest lumber town. It's true that the eastern side of Washington, where T.P. was supposed to be in the reality of the show, is generally much drier than the western side (which is where they shot the pilot.) However, the part of the state where Twin Peaks was supposed to be (as Lynch intended) is actually very lush and forested, only a bit drier than the Snoqualmie Valley. One can safely assume that David Lynch and Mark Frost chose to shoot where they did exactly because of the woodsy, mood-laden landscape they were bound to encounter there. Below: Aerial pics of where Twin Peaks was stated to be in the script, "5 miles south of the Canadian border,12 miles west of the (Idaho) state line." I pin pointed those exact coordinates on google maps and came up with this spot.

WASHINGTON STATE IN WINTER

SOUTHERN CALIFORNIA: AN EVER-SUNNY, SEASONLESS LANDSCAPE

NECKLACE BURIAL SPOT IN WASHINGTON STATE

NECKLACE BURIAL SPOT IN SOUTHERN CALIFORNIA

METALINE FALLS, WA
Here's a random video from youtube of a family taking a train ride through Metaline Falls, WA, a town about 5 miles southwest of where Twin Peaks is supposed to be located in the script. Looks almost exactly like Snoqualmie/North Bend. I'm strangely mesmerized by this video.