Margot vs. Lily was filmed in New York in the United States of America.
Grand Central Terminal
Scene where Lily gets recognized while meeting up with Margot to head to their parents' home for Christmas in episode 1x01 “Resolutions”.
Scene was shot While colloquially known as Grand Central Station, this building has borne its current name since its construction in 1903 to replace the older Grand Central Depot. The train station houses 44 platforms, more than any other station in the world, all of which are below ground split into two levels. The most famous part of the station is the cavernous Main Concourse topped with an elaborate astronomical mural designed by architect Whitney Warren and artist Paul César Helleu.
GPS: ['40.7526558264', '-73.9772906497']
The Mall (Central Park)
Scene where Lily joins a woman dancing to some steel drums in the park and believes she has made a friend in episode 1x03 “Dancers”.
Scene was shot The Mall, running from the flower bed on Center Drive in the south to Bethesda Terrace in the north, is the only straight path in the entire park. The path runs through a series of statues of famous writers known as the Literary Walk and past the Naumburg Bandshell. The walkway and surrounding American elms were built in 1857 and designed as part of the large park by landscape architects Frederick Law Olmsted and Calvert Vaux.
GPS: ['40.7721854016', '-73.9716475062']