I have been taking my kid to summer camp in a park in the Pilsen neighborhood of Chicago for the past few days. As we walked along 18th street, I noticed a lot of businesses that seemed to have an old sign still up from a prior iteration, but then a newly-printed vinyl sign proclaiming them to be a different business. For example, a hat store sign was undermined by a vinyl sign proclaiming that the business was in fact a cafe, and was indeed still open.
Later the same afternoon, I saw lots of people painting new signs in an old-style on the walls. And there were little notices about businesses still being open during filming. Finally, the real clue was that there was a "Negro travel agency" with the NAACP's guide for safe roads, businesses, and hotels. I put two and two together and realized that the old-style signs were part of a movie set, but the current businesses wanted you to know that they were open for business selling cupcakes or tattoos or whatever instead of hats and 1930s fountain drinks. It hadn't really registered on me before, since there are plenty of businesses in Chicago with signs still up from the 1950s or before, and often these old signs might be left up out of nostalgia even though they no longer describe the current commercial occupant. People painting walls in Pilsen didn't seem odd either--it is famous for its Mexican-style mural art. As for all the people working in the street with heavy equipment, I just assumed they were doing summer road resurfacing, another Chicago staple.
Anyway, I just thought it was funny that this film set, which was very accurately evoking a 1930s commercial strip in the US, didn't register as odd to me. I guess they chose the location well, if it only needs relatively light, unnoticeable touches to look like a street from the past.
For your information, the show is Jordan Peele's Lovecraft Country, which looks like it will be really good.