Captain America was filmed in the United States of America.
Lovrijenac Fortress
In movie
Scene where Captain America final battle with The Red Skull.
Real
Scene was shot Fort Lovrijenac, often called "Dubrovnik's Gibraltar", is a fortress and theater outside the western wall of the city of Dubrovnik in Croatia, 37 metres (121 ft) above sea level.
Long before the Game of Thrones, Star Wars and Robin Hood used the stone façades as backdrops for blockbusters one of the Avengers was fighting evil on those same streets.
Dubrovnik