The road that Leland drives down (or swerves down) is the same road on which many of the Twin Peaks California locations are, i.e. Timber Falls Motel, Easter Park, etc... It's interesting that he ends up getting stopped by Truman and Cooper in front of an actual country club (which is where he was headed in the reality of the show). In reality reality, that club is the Malibou Lake Mountain Club.

The road is still very much the same as it was in the show. A screen capture from episode 15, followed by some of my photographs of the road, can be seen below.