For the finale, Pizzolatto and Fukunaga were always going to be up against it in finding a location that would suitably match the dread of the reactions of the few people who really knew about Carcosa. Happily, they found Fort Macomb, a real-life 19th century brick fort found on the lakeshore of New Orleans that has its own long history. Built in 1822, Fort Macomb became occupied by a Confederate garrison during the American Civil War in 1861, with Union soldiers taking back control of the fort and neighbouring New Orleans a year later. The barracks caught fire in 1867, and was abandoned, before it was totally decommissioned in 1871. Which is probably everything you need to know about why that place lurking at the end of the series looked and felt so damn spooky.