About the location (from Wiki):
The Shrine of Remembrance, located in Kings Domain on St Kilda Road, Melbourne, Australia was built as a memorial to the men and women of Victoria who served in World War I and is now a memorial to all Australians who have served in war. It is a site of annual observances of ANZAC Day (25 April) and Remembrance Day (11 November) and is one of the largest war memorials in Australia.

The Shrine went through a prolonged process of development which began in 1918 with the initial proposal to build a Victorian memorial. Two committees were formed, the second of which ran a competition for the memorial’s design. The winner was announced in 1922. However, opposition to the proposal (led by Keith Murdoch and The Herald) forced the governments of the day to rethink the design, and a number of alternatives were proposed, the most significant of which was the ANZAC Square and cenotaph proposal of 1926. In response, General Sir John Monash used the 1927 ANZAC Day march to garner support for the Shrine, and finally won the support of the Victorian government later that year. The foundation stone was laid on 11 November 1927, and the Shrine was officially dedicated on 11 November 1934.

Movies shot at this location:
Anbulla Maan Vizhiye song from Jaggu Bhai
Tune Jo Liya Mera Chumma song from Beti No. 1