About the location (from Wiki):
The Hungarian State Opera House (Hungarian: Magyar Állami Operaház) is a neo-Renaissance opera house located in central Pest, (a part of Budapest), on Andrássy út. Designed by Miklós Ybl, a major figure of 19th century Hungarian architecture, the construction lasted from 1875 to 1884 and was funded by the city of Budapest and by Emperor Franz Joseph of Austria-Hungary. The Hungarian Royal Opera House (as it was known then) opened to the public on the September 27, 1884. It is a richly-decorated building and is considered one of the architect’s masterpieces. It was built in neo-Renaissance style, with elements of baroque. Ornamentation includes paintings and sculptures by leading figures of Hungarian art of the time including Bertalan Székely, Mór Than and Károly Lotz. Although in size and capacity it is not among the greatest, in beauty and the quality of acoustics the Budapest Opera House is considered to be amongst the first few opera houses in the world.

Movies shot at this location:
Hum Dil De Chuke Sanam from Hum Dil De Chuke Sanam