"Mothman Prophecies" was not filmed in Huntington. It actually takes place in Point Pleasant, WV which is about 45 minutes north of Huntington. If memory serves, the movie was mostly filmed in Pennsylvania but it did feature some local news anchors.
A movie that was actually filmed in Huntington was "We Are Marshall". This is the movie that came out last December with Matthew McConaughey about the 1970 Marshall plane crash and the subsequent rebuilding of the football team. Good movie with a lot of good shots of Huntington. It doesn't come out on DVD until September but if you get an opportunity to see it, then check it out. Here's a link to the movie web site and Point Pleasant's web site with some info. Hope this helps.
We Are Marshall
Point Pleasant WV Index