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.
For the second prequel to Star Wars (Attack of the Clones), Anakin marries Queen Padmé in the end. Not in a galaxy far away on Naboo, but in the European country of Italy. The building used is Villa del Balbianello and is located near lake Como.