Château de Pierrefonds, Pierrefonds, Oise, France (Camelot).
Penshurst Place, Penshurst, Kent, England, UK (The Baron's Hall at Penshurst Place was used as the banqueting hall).
Ivinghoe Beacon, Ivinghoe, Buckinghamshire, UK (opening shot when Merlin appears over a rise, following a chalk pathway heading towards Camelot).
Surrey, UK (Studio sets).
Despite filming in France is way more expensive than doing it in the UK, the Château de Pierrefonds had the perfect feel for Camelot: old enough to look inhabited but not so much so it's falling apart. Castles in England tend to be in ruins to a bigger or smaller degree and would need a lot of CGI work to virtually rebuild them and they would limit the directors a lot. After having been looking around Europe for three months for the perfect castle, a director friend of the executive producers recommended Pierrefonds, and upon first watch they knew it was perfect: it is intact, needs no CGI and looks inhabited and fantasy like.
Penshurst Place was the home of the Elizabethan poet, courtier and soldier Sir Philip Sidney. His indirect descendant, also named Philip Sidney, still lives there today with his family.
Unlike most tv shows, Merlin is filmed in blocks of three or four episodes so the alternate filming locations are used for several episodes.
The studio sets were originally in Surrey, England, but were moved to Cardiff after the first two blocks of the first season were filmed.