SavannahNow.com has turned up word that X-Men: First Class may be eyeing a shoot in Georgia; Specifically on Tybee Island, in Thunderbolt or in Savannah.
Savannah's director of Tourism and Film Services, Jay Self, is quoted as saying that, while plans are not yet definite, the film's producers have begun the paperwork necessary for filming permits. Self goes on to say that "very specific, very complicated" action sequences are being planned and that they're "tied to the environment."
Though it's purely speculation at this stage, Fox may be looking for a location to serve as Muir Island, the Scottish homebase of Dr. Moira MacTaggert's mutant research lab. The character of MacTaggert is confirmed to appear in the film, played by Rose Byrne.