Doctor Who is filmed in many places. Here's a link to a good website showing you some of the locations you can actually go visit!
She was filmed in Saffron City.
Cardiff, England
The 1967 film was partly filmed in Castle Combe, Wiltshire, UK.
The outside parts are filmed in Canada.
My Girl was filmed in Bartow, Florida.
It was filmed in 2009.
It was filmed in Vancouver, British Columbia
Trefelin was the name of the town in the series, but it was filmed in Blaenavon and LLantrisant in South Wales
Denver
None. The movie was filmed at several New York City and Morocco locations.
Doctor Who is mainly filmed in Cardiff, however they use all of the Great Britain tourist sites as well. They have also filmed in USA as well (Matt Smith era)
They filmed it at the intersection of LaSalle Street and Jackson. What City?