Most of the movie Iron Man 3 was filmed in and around North Carolina. Even when the script called for a scene in Bern, Switzerland, the crew did not leave the state. In fact, they used a private gentelmen’s club called “Cape Fear Club“.
Up north in the state, the building used for Stark’s HQ can be found. In Cary, the company Epic Games is located and their building (exterior) was used as HQ. Full address is 620 Crossroads Blvd,Cary.