Warner Bros. Studios Leavesden as Playground
Harry is being tormented by Dudley and his cronies when a death eater arrives and scares them all away.
Harry Potter and the Order of the Phoenix Filming Locations
Harry, Hermione, and Ron are initiated into a secret society and a terrible force tears the school apart from within while the trio trains students to stand against evil.
See also: Philosopher's Stone, Chamber of Secrets, Prisoner of Azkaban, Goblet of Fire, Half-Blood Prince, Deathly Hallows: Part 1, & Deathly Hallows: Part 2.
Harry Potter and the Order of the Phoenix was filmed in London in the United Kingdom.
Claremont Square (between Amwell & Mylne) as 12 Grimmauld Place
'Mad-Eye' Moody leads Harry and his friends to the secret hideout of the Order of the Phoenix.
Westminster Station as Tube Station
Arthur Weasley comments on the underground trains to Harry while escorting him to the Ministry.
Great Scotland Yard & Scotland Place as Ministry of Magic
Arthur escorts Harry into the Ministry of Magic through a phone booth entrance.
King's Cross Station as Platform 9¾
Harry has a covert meeting with Sirius Black and learns about the original membership of the Order of the Phoenix. He then has a vision of Voldemort before boarding the train.
Black Park Country Park as Hogsmeade Station
The new students get off the train and enter carriages to head to the school. Harry, unlike the rest of the students, can see the Thestrals pulling the carriages and ends up talking to Luna Lovegood who can also see them. The students head back to the train at the end of the year.
Source: Credits
Clachaig Gully as Hagrid's Hut
Harry heads down to Hagrid's hut but gets distracted by one of the falling creatures. Later, the trio heads down to the hut and see Dolores Umbridge talking to Hagrid.
Burnham Beeches as Forbidden Forest
Harry heads into the woods after spotting a Thestral flying overhead and finds Luna with a few of the animals.
Source: Credits
Blenheim Palace as Vision of James Potter
Harry watches a memory of his father tormenting Snape when they both were in school.