Where was The Valdemar Legacy filmed?
2010 film
The Valdemar Legacy (2010) was filmed in Comillas, Azpeitia and La Granjilla de La Fresneda de El Escorial, 3 places named in its Wikipedia article's Production section, in Spain. Wikidata records no filming location for it at all, so the article is the only recorded source. Each place says where its claim comes from.
Places per Wikipedia's Production section
Wikipedia’s Production section names 3 places. Each links to the sentence that says so.

