Q: Context: The programme is set in Aberystwyth, Wales and the three seasons were filmed in and around the town, often in rural locations.

Question: where does the netflix show hinterland take place?
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To answer the question, consider the following: The programme is set in Aberystwyth, Wales and the three seasons were filmed in and around the town, often in rural locations. So the answer is Aberystwyth , Wales.
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