[Charles Martel]

I however cannot recall any movie set even partly in LA since ‘Easy Rider’ or perhaps some strange Mickey Rourke movie.

Sure enough, there's a wikipedia page on this. It lists 79 films set in Louisiana, plus another 101 specifically set in New Orleans. IIRC, the Rourke film was Angel Heart. You're right, it was pretty weird.

[3Fingas]

Part of Easy Rider was also shot in New Orleans.