These include Christ Church College, which was used as the setting for Hogwarts, and the Bodleian Library, which was used as the library at Hogwarts. Some of the most iconic locations from the Harry Potter films can be found in Oxford. Cambridge was used for some of the interior shots, as well as some of the scenes that took place outside of Hogwarts. This is because Oxford has more historic buildings that are similar to the ones seen in the films. The majority of the exterior shots were filmed in Oxford. Harry Potter was filmed in both Oxford and Cambridge. The answer to this question is a bit complicated. Many people are interested in where they were filmed. The Harry Potter films are some of the most popular movies of all time.