In Segovia Raquel Welch, D’Artagnan’s bit on the side, is held in the Alcázar castle, or at least its façade is used, and when rescued by the Musketeers, is taken to a convent, which is in fact the monastery of Uclés in Cuenca.
At the end of the film, when the body count is completed and D’Artagnan, played by Michael York, achieves a kind of reconciliation with Cardinal Richlieu, played by Charlton Heston, he leaves the Cardinal’s quarters and we see him among the arcades in the grounds of the Aranjuez palace.