The film was shot in the USA, France, and Tunisia. 

Filming Locations:

Tomb

In the Movie

Scene where Indy and his two assistants search for a secret tomb. But one of the assistants becomes an assassin.

In Reality

The scene was filmed in Hawaii.

Barnett College

In the Movie

Scene where Indiana Jones teaches archaeology at the university.

In Reality

The scene was filmed at the concert hall of the University of the Pacific in Stockton, east of San Francisco.

Lecture Hall

In the Movie

Scene where Indy meets the feds who want him to find the Ark of the Covenant before the German paratroopers.

In Reality

The scene was filmed at the concert hall of the Royal Masonic School for Girls in London.

Submarine Dock

In the Movie

Scene where Indiana enters the submarine dock.

In Reality

The scene was filmed in a real WWII submarine bunker located in western France.

Gorge

In the Movie

Scene where Indy wants to blow up the Ark, but Belloq convinces him that he himself wants to look inside.

In Reality

The scene was filmed in a canyon in Tunisia, the same location where the first episode of Star Wars was filmed.