The movie was shot entirely in Scotland, especially Edinburgh, but one shot - the opening scene where the camera flies over the city - is Chicago. In the story, detective Dan Lawson is from Chicago and flies to Scotland to investigate a crime. Therefore, the choice of locations is justified by the plot.
Chicago
In movie
Scene where the camera flies over Chicago, giving us the location of the action.
Real
Scene was shot in Chicago - this is a real view over the city, the camera is flying towards Lake Michigan somewhere along West North Avenue. You can tell by the parallel running railroad tracks on the left.
Chicago
Police station
In movie
Scene where Detective Dan Lawson is introduced to a task force investigating murders in Scotland.
Real
Scene was shot in the office building by the Tony Macaroni Arena soccer stadium, i.e. there is a soccer field right behind it and another training field for junior teams on the right.
Livingston
Tony Macaroni Arena
Road
In movie
Scene where Detectives travel in a car across Scotland to a crime scene point to familiarize themselves with the evidence.
Real
Scene was shot northwest of Edinburgh, the mountain seen in the background is probably Ben Lauers.