About the location (from Wiki):
Tugu Negara, literally the “National Monument” in Malay, is a sculpture that commemorates those who died in Malaysia’s struggle for freedom, principally against the Japanese occupation during World War II and the Malayan Emergency , which lasted from 1948 until 1960. It is located in the Federal capital, Kuala Lumpur. The Malaysian Houses of Parliament is situated near the monument. The monument depicts a group of soldiers holding the Malaysian national flag, the Jalur Gemilang, aloft. Each of the bronze figures symbolizes leadership, suffering, unity, vigilance, strength, courage and sacrifice. Every year on July 31, Hari Pahlawan (Heroes Day), the Yang di-Pertuan Agong, the Prime Minister and heads of military and the police pay their respects to the fallen heroes by laying garlands at the monument.

Movies shot at this location:
Vaa Endrathu Ulagam from Parthen Rasithen
Un Kangal song from Pandi
KannalE Miya Miya from Alli Thandha Vaanam
Dosti Ho Gayi Re from Aaghaaz
Ammatho Cheppukunna from Okka Magadu
Waiting to Kiss you from Preyasi Raave
Memory Loss song from Thillalangadi
Nee Thaan En Desiya Geetham from Paarthaale Paravasam
Pudhusaai Pudhusaai from Junior Senior
Tala Tala Taraka song from Premaku Velayara