Parks and Recreation filmed several episodes in London for tax reasons and to give the storyline a boost, allowing the characters to meet a British lord and film outside Buckingham Palace. Elementary filmed episodes in England for a storyline in which Sherlock Holmes (Jonny Lee Miller) and Joan (Lucy Liu) go to London to find missing Scotland Yard Inspector Lestrade. They also come in contact with MI6 and Sherlock meets up with his brother Mycroft who has moved into 221 B Baker Street. 24: Live Another Day. The entire series was filmed in London, accumulating rebates and giving a new location and twist to Jack Bauer’s adventures.