HBO's "On Location" special with Phyllis Diller was filmed in Denver, Colorado. The tall talent of Miss Diller is perfect for the `Mile High City. She pulls out all the stops and causes the audience to laugh with her, especially when she brings up her husband "Fang", who always gets the worst of it. Defined by her look; a wild haired and oddly dressed housewife, she may have become a caricature, but also a monumental beacon for young women entering the world of comedy.