In many locations across the UK. 

Filming Locations:

Railway Station

In the Movie

Scene where Grace is caught at the station because of two mutilated bodies in her suitcase.

In Reality

The scene was filmed at a railway station in North Yorkshire.

Little Wallop

In the Movie

Scene where The residents of Little Wallop leave the church.

In Reality

The scene was filmed at St Michael Penkevil Church, located in the southwest of the UK.

Golf Course

In the Movie

Scene where Gloria has a golf course.

In Reality

The scene was filmed at a golf course located in Mount Murray, a small settlement on the Isle of Man, between England and Ireland.

Seashore

In the Movie

Scene where Gloria cheats on her husband Walter with golf instructor Lance.

In Reality

The scene was filmed on the coast of the Isle of Man.

Petey's School

In the Movie

Scene where Gloria takes her son Petey to school.

In Reality

The scene was filmed at Foxdale School in the eponymous town in the UK.