Filming locations include: Spain and Santa Clarita, California Where is the Museum and Gas Station seen in the episode? In the 6th episode of Black Mirror (Black Museum), there is a mysterious building that houses many different artifacts and other technologically advanced items from the past. The museum owned by the character Rolo Haynes, thanks to a tip from one of our readers, was actually filmed in the middle of Spain in a restaurant called The Alfaro Restaurant located in Almería.