Indiana Jones and the Last Crusade Filming Locations
See also: Raiders of the Lost Ark, Temple of Doom, & Kingdom of the Crystal Skull.
Indiana Jones and the Last Crusade was filmed in London in the United Kingdom, Almería in Spain, San Francisco in the United States of America, and Venice in Italy as well as in Jordan & Germany.
Petra
temple where the grail is kept
Church of San Barnaba as Library
exterior only, interior all in studio
Royal Masonic School
Where Indy teaches
Tilbury Docks
where they filmed the action bit of the boat shoot out
Arches National Park
opening scene
Schloss Burresheim as Castle Grunewald
exterior only
Cardington Studios as Blimp Hanger
Indy boards a Nazi airship and poses as a ticket taker.
Source: Colin Bright