Set in the fictional town of Lake Winnipesaukee (there is a Lake Winnipesaukee in New Hampshire, but no town named after it), the majority of the 1991 comedy What About Bob? was shot in and around the town of Moneta, VA. The film was shot in VA since because the foliage had already turned colors when the film was ready to shoot (from August 27- November 21 1990). The actual lake is Smith Mountain Lake in Virigia, a 40-mile man-made lake created by damming the Roanoake River.
In the film, Bob Wiley (Bill Murray) is a multiphobic personality who unhealthily latches on to his cocky psychiatrist (Richard Dreyfuss), follows him to his summer home (this location), and ingratiates himself with his doctor's family. This home was used extensively for interiors and exteriors of the film.
To the visit the home through a photo tour (both then and now) visit here. *Spoilers on that page.

