The Umbrella Academy episode “The Day That Was” was filmed in Toronto & Hamilton in Canada.
Young Harold Jenkins tries to join the Umbrella Academy but is humiliated by Sir Reginald Hargreeves. In the present, Diego is leaving with Allison when the police arrive and arrest him for Eudora's murder.
Hazel gets the order to terminate Cha-Cha while at the vending machine and later returns to tell her goodbye.
Hazel asks Agnes to run away with him.
Klaus enters a doorway and finds himself finally able to connect with his father's spirit.