About the location (from Wiki):
Bada Bagh, also called Barabagh (literally Big Garden) is about halfway between Jaisalmer and Lodhruva in the state of Rajastan in India. A descendant of Jaisal and maharaja of Jaisalamer, Jai Singh II, commissioned a dam to create a water tank during his reign in the 16th century. This made the desert green in this area. After his death, his son Lunkaran built a beautiful garden next to the lake and a chhatri (Hindi for cenotaph) for his father on a hill next to the lake. Later on, many more cenotaphs were constructed here for Lunkaran and other Bhattis. The last chhatri, meant for maharaja Jawahar Singh, dates from the 20th century and remains unfinished after Indian independence. The gardens are largely neglected, but the hill with the cenotaphs is still quite an interesting sight.

Movies shot at this location:
Kaattrae En Vaasal from Rhythm
Kulichaa Kuthaalam from Duet
Poojavaa Poojavaa from Priyamudan
Falak Tak Chal Saath Mere from Tashan
Maula Maula from Awarapan
Chali Aa Chali Aa from Ab Tumhare Hawale Watan Saathiyo
Yeh Rishta Kya Kehlata Hai from Meenaxi
Albela Sajan from Hum Dil De Chuke Sanam
Dil Hoom Hoom Kare from Rudaali
Tumse Achcha Kaun Hai from Tumse Achcha Kaun Hai
Pilla Jaabillo from Kodama Simham
Hey Dhaga Dhaga from Prematho Raa
Kesariya from Nanhe Jaisalmer
DhavaniyE Enna MayakkiriyE from Vaanathai Pola
O Mere Rabba from Dhai Akshar Prem Ke
Hai Raama from Rangeela
Dil Mera Akela from Mela
Pathinettu Vayadhu from Sooriyan