Good night Scotty. It’s Steven. With a “v”.
Steven’s day job is at the National Art Gallery in the Egyptian wing where he is abused by his supervisor Donna and goes unrecognized by the security guards he passes faily.
This location is meant to be London’s National Gallery. When Steven leaves the building at night, Trafalgar Square and Nelson’s Column can be seen out the front door. However, the exteriors of the museum are actually the Museum of Fine Arts in Budapest, Hungary. The last image is from Episode 2 showing the Museum of Fine Arts integrated into the Trafalgar Square location.
(Moon Knight S01E01, 2022)