Custom House as Children's Hideout
Kitty leads Bill and the Doctor to the abandoned building where a number of the urchins are living and they tell about what they know.
Source: The Doctor Who Locations Guide
“Thin Ice” Filming Locations
Bill and the Doctor explore the last great Frost Fair in 1814 where they discover something under the ice is preying on attendees.
Doctor Who episode “Thin Ice” was filmed in Cardiff & Bristol in the United Kingdom.
Enterprise House as Work Yard
The Doctor and Bill investigate a work yard downriver from the Frost Fair and find people collecting the creature's droppings.
Source: The Doctor Who Locations Guide
Kings Weston House as Sutcliffe Manor
The Doctor brings Bill to the home of Lord Sutcliffe so they can determine if he is an alien or not and what he is doing with the creature under the river.
Main Building (Cardiff University) as St. Luke's University
The TARDIS arrives back in the Doctor's office just as Nardole is entering with tea.
Source: Doctor Who — Tumblr