Season 2, Episode 16 is set in Hamburg, Germany.  The residential buildings shown have basements accessible from the street.   Such buildings are a common sight in London, UK, but not at all in Hamburg.  

Season 3, Episode 11 is set in London, UK.  One scene shows Jonas Blane helping the wife of his British MI5 friend with her groceries in her kitchen.  The groceries have been packed into a brown paper bag, typical of grocery packaging in the USA, but not common in the UK.  Most supermarket groceries in London would be packed and carried in plastic bags.