The Neon Factory Shop The Neon Factory has had quite the history here in Winnipeg. Originally located right by the classic Blue Note Cafe on Main Street (near the Forks). Then in the Exchange District on Princess Street where it thrived! As the Exchange developed the Neon Factory decided to move to a new location where the Neon Factory could once again make a difference to its community. It moved back to Main Street right between Logan and Alexander to join an assortment of other businesses and artists to help rebuild the rundown area into an amazing artists village.