Among the stately homes used to imitate Buckingham Palace, Pall Mall's palatial Lancaster House took on most State Room scenes. It was the 18th-century home of the Duke of York (yes, the Grand Old one) and once the epicentre of high society. Today it's owned by the Foreign Office. Recognise it? Lancaster House has featured in other regal films such as The King's Speech. There's no regular public access, but it's possible to book a tour.