Where was The Vault filmed

The Vault was filmed in Madrid in Spain.

Army Headquarters

In movie

Scene where The special forces are running on the streets.

Real

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