“World War Three” Filming Locations
Doctor Who episode “World War Three” was filmed in London in the United Kingdom.
Parliament Street (between Downing & King Charles) as Watching by Statue
Rose and the Doctor watch Harriet Jones address the press.
Source: The Doctor Who Locations Guide
Bridge Street & Parliament Street as Harriet Jones's Press Conference
After the destruction of 10 Downing Street, Harriet Jones addresses the press about what occurred.
Source: The Doctor Who Locations Guide