It's playing in Arlington. There is a neat widget on the site (and on my blog

) for finding where it is playing. The LA opening is this weekend and I assume it will go into wider distribution but it is always hard to tell with documentary films.
On a semi-related note, here is a more "Hollywood" take on things, this time EOD-centric. I'm working with those guys now so I'm interested to see them pick it apart.
http://www.apple.com/trailers/summit/thehurtlocker/