For a flashback scene where Joe leaves Candace, it starts out at Little Bear, which unfortunately was not open at the time of my visit, so I just used some online photos for reference. It is located at 1855 N Industrial Street, just across the street from the grocery store.
Joe makes his escape in this alley, just up the street at 1804 Industrial Street.
And just a bit farther up on the corner of Industrial Street and Mill Street is the scene where he hails a cab.
For a map of locations, click below: