Montenegro?

This Reuters piece is so interesting I'm going to do something I never do and quote the whole thing.

BELGRADE (Reuters) - James Bond fans in the Balkans seem as pleased as any by the darkness and edge of their hero in Daniel Craig's new 'Casino Royale' portrayal, but some cannot suspend their disbelief when the plot gets him to Montenegro.

At one Belgrade cinema, the audience, familiar with the real Montenegro, tittered as Bond and his love interest glide through mountains in the soft-lit dining car of a 21st century express train, quaffing Chateau Angelus, Premier Grand Cru Classe Saint-Emilion.

They laughed out loud when the pair disembark at an impeccable old luxury hotel with valet parking and Bentley limousines, to be politely greeted by spotless, uniformed staff.

Newly independent Montenegro has high hopes for its tourism industry and money is pouring into much-needed infrastructure projects. But most backdrops are as much Socialist-era concrete as old Mediterranean stone, and its railways are antiquated.

Bond's Montenegro was actually filmed at the old Kaiserbad spa in Karlovy Vary, in the Czech Republic and on the well-heeled shores of Lake Como, in Italy. None of the movie's scenes was filmed in Montenegro.