[Click on the picture to see the important bottom half.] The human brain is much better at supplying locations than any set builder if you give it enough clues for the imagination to run wild.
Here I used a 'Gobo' to tell our brains that
there are bars on the cell door by casting shadows on the actors. A 'Gobo' is any object that goes between the lights and the actors. (The camera isn't shooting through the Gobo.)
In this picture we have cameraman Bob Fox, my magnificent little beast (my camera), Tristin Starr (AC), Jay Mitch and Nathalie Biermanns in The Down Home Alien Blues.