The underground station – a studio set
The park – Painshill Park, Portsmouth Road, Cobham, Surrey, United Kingdom
Kate Croy’s (Helena Bonham Carter) house – 10 Carlton House Terrace, London SW1.
Merton (Linus Roache) walking with Kate from his apartment – Still searching for this location
Kate takes a cab – Temple Avenue at Tallis Street, London EC4.
Kate finds her father (Michael Gambon) in a pub – Still searching for this location but this might have been a studio set
Kate tends to her mother’s grave – Brompton Cemetery, Fulham Road, London SW10
Kate spots Milly (Alison Elliott) coming out of a doctor's office – Old Royal Naval College, King William Walk, London SE10.
Kate follows Milly to a bookstore – St. Andrew's Hill at Queen Victoria Street, London EC4. Though it’s a pub it’s called Shaws Booksellers (the name given to the store in the film.)
Milly takes shelter from the rain and meets Kate and Merton there – Serpentine Gallery, Hyde Park, London W2
Lord Mark’s (Alex Jennings) estate – Knebworth House, Knebworth, Hertfordshire, United Kingdom.
Merton comes to a restaurant where he gets an invitation from Milly to accompany her to Venice – National Liberal Club, 1 Whitehall Place, London SW1.
Kate hands over the money for her father – Still searching for this location
Milly and Kate arrive in Venice – Palazzo Cavalli-Franchetti and Palazzo Barbaro, Grand Canal, Venice, Italy
The palazzo where Milly and Kate are staying – Palazzo Barbaro, Grand Canal, Venice, Italy
The house where Merton is staying – Calle di Mezzo, Venice, Italy. Many thanks to Lois for finding this location. Apparently, the exterior and interior were filmed at two different places. The interior is the Palazzo Donà Giovannelli, Strada Nova 2291-92, Venice, Italy.
The picnic on the church steps – Santa Maria della Salute, Fondamenta Salute, Venice, Italy
Milly, Kate and Merton visiting Saint Mark's Basilica, Piazza San Marco, Venice, Italy
Kate and Merton walking in Piazzetta San Marco by the Palazzo Ducale, Venice, Italy
Two boats nearly collide under a narrow bridge – Riva de l'Ogio, Venice, Italy
Kate tells Merton that Milly is dying – Sotoportego Widmann, Venice, Italy
Arriving at the carnival – Ponte della Paglia at Riva degli Schiavoni, Venice, Italy
Dancing in the square – Campo Santa Maria Formosa, Venice, Italy
Milly resting by a fountain – Campiello Querini Stampalia, Venice, Italy. The fountain was a prop.
Kate and Merton make love by a palazzo – Calle Traghetto Vecchio off Campo San Felice, Venice, Italy. Many thanks to Bert for finding this location.
Milly and Merton walking on a bridge – Ponte della Salute, Fondamenta Salute, Venice, Italy
Milly walking Merton home – Campiello Novo o dei Morti, Venice, Italy.
Waiters saving cafe tables from the rain – Procuratie Nuove, Piazza San Marco, Venice, Italy.
Merton glimpses Lord Mark in a cafe – Caffè Florian, Piazza San Marco 57, Venice, Italy.
Susan (Elizabeth McGovern) tells Merton that Milly has died – Campo dei Frari at Ponte dei Frari, Venice, Italy
Milly’s funeral – San Michele in Isola, Venice, Italy
Merton returns to Venice – Palazzo dei Camerlenghi, Fondamenta de la Preson, Venice, Italy
A Room with a View