The Vault was filmed in Madrid in Spain.
Army Headquarters
In movie
Scene where The special forces are running on the streets.
Real
Scene was shot in the very center of Madrid, in the background you see the Bank of Spain building.
Madrid
Bank of Spain
In movie
Scene where The team tries to enter the bank from the roof of the building on the other side of the street.
Real
Scene was shot The Bank of Spain is the central bank of Spain. Established in Madrid in 1782 by Charles III. The construction of the bank's headquarters began in 1884.
Madrid