It turns out while Transformers: Age of Extinction was filming in the mid-west, the production made a stop in Utah for its desert landscape. From the Salt Lake Tribune:
"Now news has come out that a new blockbuster shot a week’s worth of footage here in Utah last May — Michael Bay’s "Transformers: Age of Extinction," the fourth in the series of rock-em, sock-em robot movies based on the line of toys.My guess is it ties into whatever they were filming in Arizona at the beginning of principle photography but no details on what they filmed, who was involved or for how long. (via Seibertron)
Marshall Moore, executive director of the Utah Film Commission, said the film crew slipped in, shot the scenes, and were out before anyone noticed. The film company did not get any tax rebates for shooting here."