During the first scene, Jessica is in the archeological lab talking with Cyrus Ramsey (James Coburn). Several pieces of antiquities are visible. They walk past a small statue of The Town Musicians of Bremen (four or five animals standing on each others' backs). Hardly an Aztec artifact, this figurine is from a Grimm Brother's fairy tale story published in 1819 and taking place in Germany.
The title refers to the holiday observed in Mexico and South America "Day of the Dead" (Día de los Muertos) where families and friends gather to pray for and remember friends and family members who have died, in a similar manner to the "All Saints' Day" (November 1) in the Christian, English speaking countries.
The external shots of the National Museum is Marymount High School in Los Angeles, located on Sunset Blvd across from UCLA.