Octopussy was filmed in the United Kingdom
Old War Office Building
In movie
Scene where The exterior of the headquarter of MI6, Bond's office.
Real
Scene was shot Former office building with 1,100 rooms used by Churchill as a headquarters during World War II.
The War Office was a department of the British Government responsible for the administration of the British Army between 1857 and 1964, when its functions were transferred to the Ministry of Defence.
In earlier films various locations where used to symbolize the headquarter of MI6 but you never saw Bond enter a real building until Octopus in 1983.
The Old War Office building portray's the MI6 office in two other Bond films (License to Kill and A View to a Kill).
London
Royal Naval College Greenwich
In movie
Scene where General Orlov is called to the Art Repository in the Kremlin. Lenkin, the curator has summoned the general when he realises that the reproduction of the Fabergé egg has been stolen by 009.
Real
Scene was shot The Royal Naval College, Greenwich, was a Royal Navy training establishment between 1873 and 1998, providing courses for naval officers. It was the home of the Royal Navy's staff college, which provided advanced training for officers.
London
Taj Lake Palace
In movie
Scene where The floating palace of the mysterious Octopussy James Bond visits.
Real
Scene was shot Taj Lake Palace - formerly known as Jag Niwas - is a luxury hotel, which has 83 rooms and suites featuring white marble walls. The Lake Palace is located on the island of Jag Niwas in Lake Pichola, Udaipur, India.
Udaipur
New Bond Street - Sotherby's
In movie
Scene where The 'property of a lady' auction at Sotherby's where Bond tries to find some leads about the murder of agent 009.
Real
Scene was shot Bond Street is a major shopping street in the West End of London and has been popular for retail since the 18th century, being the home of many fashion outlets that sell prestigious or expensive items. The southern section is Old Bond Street and the longer northern section New Bond Street—a distinction not generally made in everyday usage.
London