For the Avengers – Age of Ultron, the movie starts in the (much used) forrest of Bourne Woods near Surrey in the UK. But the secret Hydra Research facility is much further south in Italy. The Fort di Bard was used as the Facility.
Former NASA Facility, but closed after the Space Shuttle program was canceled, now houses the Big Easy production company. Many big blockbuster films have been recorded here over the years. A complete list can be found on the website here. To name a few: “Planet of the Apes”, “Jurassic World“, “Logan” and “Terminator genesys”.