Wells Cathedral as Southwark Cathedral
Martha, Tish, and the Doctor track Lazarus down to a cathedral.
Source: The Doctor Who Locations Guide
“The Lazarus Experiment” Filming Locations
Doctor Who episode “The Lazarus Experiment” was filmed in Cardiff in the United Kingdom.
Black Horse as Lazarus's Office
Lazarus kills Lady Thaw in his office and then Martha and the Doctor investigate in here.
Source: The Doctor Who Locations Guide
Senedd Building as Lazarus Laboratories Hall
Lazarus holds a party and conducts his experiment that goes horribly wrong.
Source: The Doctor Who Locations Guide
National Museum of Wales as Lazarus Laboratories Entrance
People flee the party and converge on the street outside.
Source: The Doctor Who Locations Guide