About the location (from Wiki):
Saint Isaac’s Square or Isaakiyevskaya Ploshchad, known as Vorovsky Square between 1923 and 1944, in Saint Petersburg, Russia is a major city square sprawling between the Mariinsky Palace and Saint Isaac’s Cathedral, which separates it from Senate Square. The square is graced by the equestrian Monument to Nicholas I. The Lobanov-Rostovsky House (1817-20) on the west side of the square was designed by Auguste de Montferrand. It may be described as an Empire style building that has an eight-column portico facing the Admiralty building. The main porch features the twin statues of Medici lions on granite pedestals; they were made famous by Pushkin in his last long poem, The Bronze Horseman. Nearby is Quarenghi’s Horse Guards’ Riding Hall (1804-07), in part inspired by the Parthenon and flanked by the marble statues of the Dioscuri, by Paolo Triscorni. Opposite the cathedral is the Mariinsky Palace, built in 1829-1844 for Grand Duchess Maria Nikolayevna. Currently the palace houses the Saint Petersburg Legislative Assembly. In front of the palace is the 97-metre-wide Blue Bridge, which used to be the widest in Saint Petersburg. Spanning the Moika River, the bridge is usually perceived as the extension of the square, although in fact it forms a separate square, called Mariyinskaya. To the right from the bridge is so-called Neptune’s Scale, with a granite top. This is a stele which marks water levels during major floods.

Movies shot at this location:
Scene where Jayam Ravi gets a clue of the murderer from Dhaam Dhoom