They filmed Stranger Things season 1 from late 2015 into early 2016, mainly in and around Atlanta, Georgia.

Season 1 filming window

  • Filming began in November 2015.
  • Shooting for the first season wrapped in early 2016, ahead of its July 15, 2016 release on Netflix.

Quick notes on later seasons

  • A general production timeline list shows subsequent filming blocks as:
    • Season 2: roughly November 2016 to June 2017.
* Season 3: roughly April 2018 to November 2018.

* Season 4: January 2020–March 2020, then September 2020–September 2021 due to pandemic shutdowns.

Where they filmed

  • The show is set in Hawkins, Indiana, but season 1 was mostly filmed in and around Atlanta, Jackson, Stockbridge, and other Georgia locations standing in for the fictional town.
  • Later seasons also added locations such as Vilnius, Lithuania for some season 4 material.

TL;DR:
For “when did they film Stranger Things season 1,” the core answer is: November 2015 to early 2016, primarily in Georgia, USA.

Information gathered from public forums or data available on the internet and portrayed here.