FX announced yesterday that "Fargo" was renewed for a new season. The series is also being set in Sioux Falls and Luverne, MN. From USAToday.com:

The second season, to be filmed starting in January and likely to air in fall 2015, will again be set at least partly in winter (it's filmed in Calgary), but will extend into spring. "What this next 10-hour movie is going to be is the story of Sioux Falls," producer Noah Hawley says, though it will also spend time in Luverne, Minn., and—um, Fargo, which is more a state of mind than a location.

The season will take place, as the first did, in 1979 in a small upper Midwestern city where winter is really brutal and so is the crime.

Unfortunately you won't see any film crews running around town or down I-90 over to the Rock County seat. But at least we'll be able to sit and criticize how much Calgary does not look like Sioux Falls.