In May 2018 I spent a day visiting the Avengers Infinity War Filming Locations in Edinburgh!
— Lego Loki (@Loki_Lego) May 7, 2018
I shall present my guide in the order that they appear in the film.
Our first filming location is the kebab shop where Vision and Wanda first see the attack on New York, and that Tony Stark is missing
This location is actually the Miss Katie Cupcake shop on Cockburn Street. This is where Vision and Wanda are first attacked by the Black Order
After this the fight occurs in two locations. I shall tackle Wanda’s fight first…
Wanda and Proxima Midnight fight each other in front of the Collonades, which is but a short walk along the Royal Mile
Our second fight location is St Giles Cathedral, where Vision fights Corvus Glaive
After this fight Wanda takes to the skies with Vision, but is shot down, and lands in Edinburgh Train station.
The location of the fight is actually at the back of the station, near Platform 2. The green metal railings where Vision rests are still there, but the windows visible behind Captain America as he arrives in the film do not exist. They are in fact Brick arches, but they are visible in the trailers in their non CGI form.
Edinburgh is wonderful place to visit and I highly recommend it!