Bert said: Oh sorry, that was Wisconsin. "The Prince and Me."
Since I grew up in Wisconsin, I thought I'd check this. According to the locations page at IMDB, The Prince and Me was filmed in Canada, Denmark, and Prague. But not actually in Wisco. Sigh.
For an authentic University of Wisconsin -- Madison experience, you can't beat Rodney Dangerfield's Back to School (1986), with Sally Kellerman, Burt Young, Sam Kinison, and a cameo by Kurt Vonnegut Jr. Of course the outdoor diving pool was not filmed in Mad City. Not much point in building a swimming pool you can't use for half the year.