The film was shot entirely in St. Petersburg, mostly in the city center at the bar point - the intersection of Lomonosovskaya and Dumskaya Streets, near Isakievsky Cathedral, as well as in several other historical locations.
Bar
In movie
Scene where we're shown the window of the bar and all three hostesses in front of it.
Real
Scene was shot at the intersection of Lomonosovskaya Street and Griboyedov Canal Embankment. This is where the famous "Dumskaya" begins.
St. Petersburg