A house in Belgrave Square, London, is used for the exterior shots of Lady Rosamund (Samantha Bond)&#x27;s London residence in Eaton Square. Belgrave Square is one of the grandest &amp; largest 19th-century squares in London, England. It is the centrepiece of Belgravia, &amp; was laid out by the property contractor Thomas Cubitt for the 2nd Earl Grosvenor, later the 1st Marquess of Westminster, in the 1820s. Most of the houses were occupied by 1840.