Location #1: Harry’s house
This is a studio backlot / movie set
Location #2: The Burrow
Near Abbotsbury Swannery, New Barn Road, Dorset, England, United Kingdom
Location #3: Wiseacre’s Wizarding
This is a studio backlot / movie set
Location #4: Train Station
King’s Cross Station, Euston Road, London, England, United Kingdom
Location #5: Dam
Glenfinnian Viaduct, A830 Road, Glenfinnian, Highland, Scotland, United Kingdom
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The exterior shots of the station are St Pancras, NOT King’s Cross, although they are right next to each other.