Very much a personal thing but my favourite is The Living Daylights because Ann and I were on holiday in Gibraltar and Morocco around the time the film was being made in 1986. I climbed the Mediterranean Steps on the Rock of Gibraltar where the guy in the opening sequence has his rope cut and falls to his death. In Morocco we visited the Arms Dealer's House which is really a small private museum of military models and miniatures, located on the outskirts of Tangiers. We also travelled to the edge of the desert to watch them filming one of the sequences.