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Actually "In Utero" was recorded in Minnesota, so yeah he must have stayed there for at least a little while. This article says Cannon Falls...
For 1993's In Utero, the band brought in producer Steve Albini, well-known for his work on the Pixies album Surfer Rosa. As Nevermind had brought in a new audience of listeners who had little or no experience with the alternative, obscure, or experimental bands Nirvana saw as their forebears, bringing in Albini appeared to be a deliberate move on Nirvana's part to give the album a raw, less-polished sound. For example, one song on In Utero featuring long periods of shrill feedback noise was titled, ironically, "Radio Friendly Unit Shifter" (in the industry, a "radio-friendly unit shifter" describes an "ideal" album: one capable of heavy radio play and ultimately selling many copies, or "units"). However, Cobain insisted that Albini's sound was simply the one he had always wanted Nirvana to have: a "natural" recording without layers of studio trickery. The sessions with Albini were productive and notably quick, and the album was recorded and mixed in two weeks for a cost of $25,000 at Pachyderm Studio in Cannon Falls, Minnesota.
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