Ethan runs into the cathedral during a funeral to escape pursuit and is chase up to the dome where he is forced to leap to an adjacent building.
Harry and Ron walk out of Professor Trelawney's class after Hermione storms out.
Thor and Malekith fall in front of the cathedral and pass through another portal.
Source: The Worldwide Guide to Movie Locations
From episode 1x02 "A King Without a Crown".
From episode 1x03 "Warwick Castle".