Shooting for James Gunn's Guardians of the Galaxy took place on London's Millennium Bridge this morning.
If you look closely, you'll get a pretty good look at some alien species as well as members of Nova Corps all running across the bridge. Fans of Marvel's spacebound comics might be able to make a pretty good guess as to where this scene will be set.
Somewhere with a bridge, obviously, and don't let the London back drop throw you off. Not in this age of digital FX.
Production on Guardians of the Galaxy is not quite one half done, I understand. The film will be released on August 1st next year.