Haha yeah of course it could indeed be a set, I thought she was filming the lingerie scene in the hotel she was staying in (if that's even possible

)
And thanks for the confirmation, ownsarai! When I saw inception I was like "OMG-Mirrorcle-World!"
What do you think about the castle-like establishment that the 'spy' guys were running around in? Could that be the building opposite the Eiffel tower? Not Trocadero, but at the other end.
The one most tricky to find would be the red flamenco dress scene, I suppose.
Thanks for your help, guys.