In Season 3 of The Mentalist  Patrick Jane solving mysteries at locations including a racetrack, driving range, gold country and a mixed martial arts match.

I think that the hardest place to solve a mystery would be a mixed martial arts match, just because you have angry men, not releasing any information that you need. Plus there are always tons of people  around.

I mean any of these places he investigated would be hard, just because they are all big areas and there are always people coming and going.

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