Sokovia, it’s nowhere special, but it’s on the way to everywhere special.
The Sokovian Square shows up at the beginning of the film, as the Iron Legion comes to placate the civilians during HYDRA’s bombardment of the city. It also featured prominently in the ending battle with the rescue of the civilians with SHIELD’s lifeboats, the action on the vehicle bridge, and any scenes surrounding the Church that Ultron occupies.
Filmed at the Metropolitan Police Training Centre off of Peel Dr (now known as Lismore Blvd in London). The crew built many elements used in the battle of Sokovia. One side of the Training Centre had a statue of Sir Robert Peele, which was unable to be moved and incorporated into the scenes. That side of the Centre also featured the sets for the lifeboat and the bridge.
The other side of the set had a pair of Statues and a kiosk built, as well as the Church location which was the site of the final battle between the Avengers and Ultron.
The Metropolitan Police Training Centre was also used in the Edgar Wright comedy Hot Fuzz (2007).
(Avengers: Age of Ultron, 2015)