Location #1: Desert

In and around Alabama Hills, California, United States

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Location #2: Tony Stark’s mansion

It was CGI-generated and never existed, but if it did, it would stand at Point Dume, Malibu, California, United States

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Location #3: Stark Industries

Edwards Air Force Base, near Lancaster, California, United States

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Location #4: The Red Carpet

At 111 South Grand Avenue, Los Angeles, California, United States