The BBC has some nice aerial footage of Leavesden Studios in Watford, England, which includes shots of several Harry Potter sets such as The Burrow, Privet Drive, Hogwarts couryard, Hagrid's Hut, Hogsmeade train platform, Quidditch hoops and what appears to be Tom Riddle's orphanage.

UPDATE #2: You can view it below.




Source: TheDailySnitcher

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UPDATE: Incidentally, Newsround are mistakenly reporting here that one of the structures is the Gaunt cottage. The Gaunts are NOT in the Half-Blood Prince film. This is a shot of The Burrow.