According to a study of Craigslist's "Missed Connections" sections across the country by Dorothy Gambrell, the most popular place in the United States where love is found (and then lost, in short order) is Walmart. Yeah, seriously.
Gambrell's research, presented in map-form, is the result of poring through a state's 100 most recent "Missed Connections" at the time they were collected—which we could probably safely assume took place last fall, as Oklahoma's state fare (the most popular location for Oklahomans to miss out on romance) occurs in September.
Apparently (though not necessarily shockingly,) lonely lovers in the South tend to see most of their potential sweethearts at Walmart, while Georgians tend to miss out on people in...uh..."the car." Whatever that means.
The second most popular place for Americans to be missing out is, generally, the market (for my purposes, I lumped in supermarkets with "superstores" and gas stations, because you can buy beef jerky at all of them, I figure,) followed by public transportation systems (generally in the Northeast).
Interestingly, during Gambrell's search period, most of Arizona's missed connections tend to happen at L.A. Fitness, of all places. A look today through Tucson's Missed Connections finds that, indeed, many missed connections postings tend to focus on the gym—though there's also a ton of cryptic poetry, a fair number of grocery store non-hookups, a few arguments between spurned lovers, and even one taxi cab driver bitching about a passenger who got him/her sick.
(h/t: Andrew Sullivan)