Gibraltar's Mediterranean Steps of the Gorham's Cave WHS can be seen in the opening combat scenes of The Living Daylights (1987)

Vatnajökull-Nationalpark is screened in Die Another Day

You count the cities? Like St Petersburg in Goldeneye...

Yes, St. Petersburg is listed. Here's the link to the James Bond connection page, for those interested in what has already been identified.

Great catch! Lake Jökulsárlón in Vatnajökull National Park has been used for the filming of two James Bond movies: A View to a Kill and Die Another Day.

Pilgrimage Routes in the Kii Mountains can also be added for You Only Live Twice. Bond's 'wedding' takes place at Nachi.

Another one to add is the Historical Centre of Mexico City in Licence to Kill (1989) together with Spectre (2015).

Sanchez's 'Banco De Isthmus', in which Bond makes a temptingly substantial deposit, is the astonishingly elaborate (and still functioning) main Post Office of Mexico City, the Oficina Central de Correos, Calle Tacuba 1 y Eje Central Lázaro Cárdenas, alongside the Bellas Artes Palace.

El Presidente', the hotel, in which Bond stays with Pam Bouvier (Carey Lowell), is the splendid art nouveau Gran Hotel Ciudad De Mexico, Calle 16 de Septiembre at the Zocale, the Mexico City's gigantic square. It was built in 1899 to accommodate the Centro Mercantil, Mexico City's first shopping centre. The modest exterior, though, is the Biblioteca de la Banca de Mexico (Library of the Bank of Mexico).

The Gran Hotel's lobby crops up again in the opening sequence of 2015's Spectre, with Daniel Craigas 007.

Sanchez's office is El Teatro de la Ciudad (The City Theatre), 36 Donceles, the city's first theatre, dating from 1918. After having been closed for many years, it's now been restored to its art nouveausplendour.

The 'Isthmus Casino', in which Lupe Lamora (Taliso Soto) gives Bond a little help, is the lavish restaurant Casino Espanol, Isabel la Católica 31- 1, Colonia Centro.

Halong Bay is mentioned in Tomorrow Never Dies (1997) although the 1997 film was never shot in Vietnam. Although Halong Bay (along with Ho Chi Minh City) were the number one choice for the filmmakers, problems with the authorities meant that that filming quickly moved to Bangkok and PhangNga Bay in Thailand instead also featured in The Man with the Golden Gun.