In numerous shows it is clear that the Winchester's are not where they are claiming to be. The show is filmed in Vancouver, B.C. , Canada and it often appears that such diverse (and geographically flat) areas such as Iowa,Kansas and Indiana (as examples) are the rugged and mountainous areas of Southern British Columbia.
The show's rules say that the biggest flag for demonic possession is sulfur. We often see Sam and Dean sniff for it, or sniff a yellow powder suspected to be sulfur. Pure sulfur actually doesn't have the rotten-egg odor we associate with it - that's hydrogen sulfide, which is a gas. Pure sulfur is odorless.