The 39 Steps was filmed in London & Edinburgh in the United Kingdom.
Forth Bridge
In movie
Real
King's Cross Station
In movie
Real
Scene was shot A major train station in the heart of London, King’s Cross opened in 1852 and acts as the terminus for several major train lines running throughout the United Kingdom. In 2005 the station underwent a large renovation that included a distinctive new arched departures concourse.
London
King's Cross