Where was The 39 Steps (1959) filmed?

Filming locations

• Studios & sets Pinewood Studios England British film studio and television studio situated in Iver Heath, Buckinghamshire, England
• Towns & cities Edinburgh Scotland Capital city of Scotland, UK

  “The film also includes a large section at Waverley Station and at Princes Street Station, Edinburgh, on the Forth Bridge and on board a train hauled by an ex-LNER Class A4.” Wikipedia

• Landscapes & nature Falls of Dochart Scotland Waterfall in Perthshire, Scotland, UK
• Towns & cities Dunblane Scotland Town in Stirling, Scotland, UK

Also per Wikipedia's Filming section

Wikipedia’s Filming section names 9 more places. Each links to the sentence that says so.

Also shot in these places