Neither Gary Cooper nor Marlene Dietrich actually visited Spain to make this film in 1936, the year the bloody Spanish Civil War began. The American film industry chose to make a film allegedly set in Spain, but filmed entirely in the USA, except for some background scenes shot by a second unit without the stars,
After a stay in San Sebastian in Guipuzcoa, Grant and Dietrich head inland. After leaving a hotel, they drive through some ‘typical’ Spanish scenery, replete with rocky crags and rushing rivers and a castle seen behind them, which is in fact in the city of Toledo and is called San Servando.
Immediately we see them crossing a bridge, that of San Martin, also in Toledo.