Question: Alexander Sokurov's 2002 historical drama starring Sergey Dreyden was filmed where?

Context paragraphs:
Mournful Unconcern: Mournful Unconcern (Russian: Скорбное бесчувствие , translit.  "Skorbnoye beschuvstviye") is the third produced film by Alexander Sokurov, completed in 1983, but the fourth released one, as it was banned by Soviet authorities until perestroika in 1987.  The film, set during World War I, is inspired by Bernard Shaw's play "Heartbreak House".  Professional actors (Zamansky, Osipenko, Sokolova and others) were used alongside amateur actors, like in most early Sokurov films, and many of the trademarks of his cinematographic style were already apparent.

Yuri Arabov: Yuri Nikolaevich Arabov (Russian: Юрий Николаевич Арабов ) (born 25 October 1954) is a Russian screenwriter, writer, poet and educator.  He is known for his long-lasting collaboration with Alexander Sokurov.  He is an Honored Artist of the Russian Federation (1999).

Father and Son (2003 film): Father and Son (Russian: Отец и сын , translit.  Otets i syn) is a 2003 Russian drama film directed by Alexander Sokurov.  It was entered into the 2003 Cannes Film Festival.

The Lonely Voice of Man: The Lonely Voice of Man (Russian: Одинокий голос человека ), also known as The Lonely Human Voice, is the first full-feature film by Alexander Sokurov.  It was originally filmed in 1978 and reconstructed in 1987 at the Lenfilm studios.  The film is largely based on Andrei Platonov's "River Potudan" and "Origin of the Master", although it is not a direct film adaptation in the traditional sense but rather a recreation of the spiritual nature of Platonov's prose.

Moloch (film): Moloch (Russian: Молох ) is a 1999 Russian biographical drama film directed by Alexander Sokurov.  The storyline was conceived from a screenplay written by Yuri Arabov and Marina Koreneva.  It portrays Adolf Hitler as a humanized figure, living life in an unassuming manner during an abrupt journey to the Bavarian Alps.  The film stars actors Leonid Mozgovoy, Yelena Rufanova, Vladimir Bogdanov, and Leonid Sokol in principal roles.  "Moloch" explores companionship, intimacy and dictatorship.

Russian Ark: Russian Ark (Russian: Русский ковчег , "Russkij Kovcheg") is a 2002 historical drama film directed by Alexander Sokurov.  It was filmed entirely in the Winter Palace of the Russian State Hermitage Museum using a single 96-minute Steadicam sequence shot.  The film was entered into the 2002 Cannes Film Festival.

Taurus (film): Taurus (Russian: Телец , "Telets " ) is a 2001 Russian biographical drama film directed by Alexander Sokurov, portraying Vladimir Lenin.  It was entered into the 2001 Cannes Film Festival.

Francofonia: Francofonia is a 2015 internationally co-produced drama film directed by Alexander Sokurov.  It was screened in the main competition section of the 72nd Venice International Film Festival and in the Masters section of the 2015 Toronto International Film Festival.  "Variety" defined it as a "dense, enriching meditation on the Louvre and specifically (but not exclusively) the museum’s status during WWII".

Faust (2011 film): Faust is a 2011 Russian film directed by Alexander Sokurov.  Set in the 19th century, it is a free interpretation of the Faust legend and its respective literary adaptations by both Johann Wolfgang von Goethe as well as Thomas Mann.  The dialogue is in German.  The film won the Golden Lion at the 68th Venice International Film Festival.  At the 2012 Russian Guild of Film Critics Awards the film was awarded the prizes for Best Film, Best Director (Alexander Sokurov), Best Script (Yuri Arabov) and Best Male Supporting Actor (Anton Adasinsky).

Sergey Dreyden: Sergey Simonovich Dreyden (Dontsov) (Russian: Серге́й Си́монович Дре́йден (Донцо́в) ; born September 14, 1941) is a Russian actor and star of Alexander Sokurov's Russian Ark.

Supporting paragraphs: Sergey Dreyden Russian Ark
Answer: Winter Palace of the Russian State Hermitage Museum