A recent article in The Location Guide covered the location switch and the reason that New Mexico was selected.
"Dig", which is all about murder and mystery at the site of an archaeological dig in Jerusalem, was originally supposed to be the first ever US series shot entirely in Jerusalem, but recent events and violence have forced it to move to New Mexico. “We shot everything we need for the pilot and now we are relocating to Albuquerque but also scouting locations internationally that will be our new Jerusalem. We are committed not to give up based on what happened,” the show’s executive producer Gideon Raff explained to Deadline.
Gary Oppedahl, Director of the City’s Economic Development Department is excited about Albuquerque being used as a backdrop. “Albuquerque welcomes USA Network’s upcoming event series "Dig" to our city,” he said. “We’re thrilled to be part of the next setting that continues telling the story of this high action adventure drama.”
With the recent filming of "Breaking Bad" and "Better Call Saul" in New Mexico, the city is seeing a surge in filming, likely in part due to its 30% tax credit. Albuquerque Studios also hosted part of the filming for the first Avengers movie.
EP Tim Kring mentioned in Deadline that he believes that New Mexico will make for a believable Jerusalem. “There’s a great history in Hollywood of covering one location for another. We were able to shoot a lot in Jerusalem which will get reused and also it set the visual template, so we know how to tie into those visuals in some other part of the world. It’s amazing what you can do with set extensions and CG, but for all the interiors and certain desert scenes, New Mexico will cover brilliantly for that.”
(The Location Guide)