One Saturday in 2012 I received word that Thor: The Dark World was filming at St Paul’s Cathedral. I travelled across the bifrost, and arrived at the filming location!
There was no cast present as it was only second unit filming, but I felt privileged to watch the filming take place.

The scene in the film is brief, but Malekith and Thor fall through a portal, and crash into the dome of St Paul’s Cathedral, and then fall through another portal as they hit the road.
St Paul’s itself is a wonderful place to visit. I highly recommend getting the audio tour if you choose to tour inside the building. If you do not, it still beautiful to walk around.
Location
Transport
St Paul’s underground station is but a short walk away from the Cathedral