About the location (from Wiki):
Circular Quay is a location in Sydney, New South Wales, Australia. It is located on the northern edge of the Sydney central business district on Sydney Cove, between Bennelong Point and The Rocks. It is part of the local government area of the City of Sydney. Circular Quay is made up of walkways, pedestrian malls, parks and restaurants. It hosts a number of ferry quays and a train station.

Circular Quay is a focal point for community celebrations, due to its central Sydney location between the Sydney Opera House and the Sydney Harbour Bridge. It is one of the main congregation points for the New Year’s Eve and Australia Day fireworks displays. Circular Quay is also the home of Sydney’s Museum of Contemporary Art and the City of Sydney Library in the heritage-listed Customs House. The quay is mentioned in Eric Bogle’s 1971 song, “And the Band Played Waltzing Matilda”.

Movies shot at this location:
Jaane Bhi De from Heyy Babyy
Meri Duniya from Heyy Babyy
InbamaE Unthan Paer PenmaiyO from Mariyadhai
Sydney Nagaram song from Orange
Okka Magaadu song from Okka Magaadu