Towns & cities
Datong
Prefecture-level city in Shanxi, China
Wikipedia names Datong as where 1 film or series was filmed; its page links to the sentence that says so. Wikidata records no shoot here yet.
5 places inside Datong have a page of their own: listed below. Everything shot at them is already named above, recorded against Datong as well.

Filmed here, per Wikipedia
Wikipedia says these were filmed in Datong. Each title’s page links to the sentence that says so.
Filming locations inside Datong
5 places inside Datong, each with a page of their own. Every production shot at them is already listed above, because Wikidata records them against Datong too.
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Landscapes & nature Yungang Grottoes
China
Ancient Chinese Buddhist temple grottoes in Shanxi
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Landmarks & buildings
Huayan Temple
China
Building in Datong, China
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Landmarks & buildings
Shanhua Temple
China
Building in Datong, China
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Landmarks & buildings
Xuankong Temple
China
Temple built into a cliff in Shanxi province, China
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Landmarks & buildings
Yong'an Temple (Hunyuan)
China
Building in Yong'an Temple (Hunyuan), China
Set here, per Wikipedia
Wikipedia says these games are set in Datong.