For a film that was set in an entirely different part of the universe, it seems odd to be able to visit a Guardians of the Galaxy filming location in London, but Guardians did in fact film on the Millennium Bridge in London one Sunday afternoon in 2013!
I met Rocket on one memorable visit to the bridge
Here you can see how the Millennium Bridge was digitally inserted into the landscape of Zandar.
And below is a video of the actual filming
The Millennium Bridge is quite close to St Paul’s Cathedral, so I highly suggest getting the tube to St Paul’s underground station, and tying it in with a visit to the Cathedral, which also featured in Thor: The Dark World.
After you cross the bridge I recommend taking the tour of Shakespeare’s Globe theatre, which is quite wonderful.