Landmarks & buildings
Almudena Cathedral
Roman Catholic cathedral in Madrid, Spain
Wikipedia names Almudena Cathedral as where 1 film or series was filmed; its page links to the sentence that says so. Wikidata records no shoot here yet.

Filmed here, per Wikipedia
Wikipedia says these were filmed in Almudena Cathedral. Each title’s page links to the sentence that says so.
Filming locations nearby
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Streets & squares Segovia Viaduct
Spain · under 1 km
Bridge in Madrid, Spain
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Castles & palaces
Royal Palace of Madrid
Spain · under 1 km
Official residence of the Spanish Royal Family
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Streets & squares
Plaza de Puerta de Moros
Spain · under 1 km
Square in Madrid
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Towns & cities
Centro
Spain · under 1 km
1st city district of Madrid, Spain
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Streets & squares
Main Square
Spain · under 1 km
Square in Madrid, Spain
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Towns & cities
El Madrid de los Austrias
Spain · under 1 km
Old centre of Madrid