The series "Margot vs. Lily" was filmed in New York, USA.

Filming Locations:

Grand Central Terminal

In the movie

Scene where Lily is recognized when she meets Margot to go to their parents' house for Christmas in episode 1x01 "Resolutions".

In reality

The scene was filmed at Although commonly known as Grand Central Station, the building has been called Grand Central Terminal since its construction in 1903, replacing an older Grand Central Depot. The terminal has 44 platforms, more than any other train station in the world, all underground and divided into two levels. The most famous part of the station is the cavernous Main Concourse, topped by an intricate astronomical ceiling mural created by architect Whitney Warren and artist Paul César Helleu.

The Mall (Central Park)

In the movie

Scene where In episode 1x03 "Dancers", Lily joins a woman dancing to steel drums in the park and thinks she has made a friend.

In reality

The scene was filmed at The Mall, running from the flower bed at Center Drive in the south to Bethesda Terrace in the north, is the only straight path in the entire park. The path passes a series of statues of famous writers, known as Literary Walk, and goes by the Naumburg Bandshell. The path and its surrounding American elms were built in 1857 and designed as part of the large park by landscape architects Frederick Law Olmsted and Calvert Vaux.