Top Scottish film locations featuring the Monty Python & Game of Thrones castle. Scotland has been a favourite location for film makers for many years . From the da Vinci code to Monty Python many films have been made in the historic castles of Scotland • Doune Castle • Linlithgow Palace • Rosslyn Chapel • Blackness Castle Doune Castle is unique in that it actually has five claims to movie fame . • Monty Python and the Holy Grail • Game of Thrones • OutlanderMary Queen of Scotsthe Outlaw KingDoune Castle was widely used in Monty Python and the Holy Grail as the castle of Guy de Lombard  .Take the audio tour of the castle  narrated by Monty Python’s Terry Jones.It also represented the castle Winterfell in Game of Thrones.