Here is where the legend gets confusing. While the interiors were a set, the exteriors of Fox River were 100% real.
As the story evolved beyond the walls of Fox River, the production moved to diverse locations to keep up with the escape:
To heighten the realism, several background actors portraying prisoners were actually former inmates who had served time at the real Joliet facility. Other Locations and Later Seasons
It's worth noting that while the Ohio State Penitentiary was not the only location used for filming, it was a key location for exterior shots. The show's production team made use of several other locations, including Chicago's Wentworth House and the Cook County Jail.
The show’s fictional "Fox River State Penitentiary" was actually the Old Joliet Prison , a maximum-security facility that operated from 1858 until its closure in 2002. When the production crew arrived in 2005, the prison had only been shut down for three years, leaving its decaying cellblocks and heavy iron gates perfectly intact for the screen.