Much of the Octopussy film was shot in Udaipur, India. The Monsoon Palace served as the exterior of Kamal Khan's palace, while scenes set at Octopussy's palace were filmed at the Lake Palace and Jag Mandir, and Bond's hotel was the Shiv Niwas Palace.
13th of the James Bond series, much of this movie was shot in Udaipur. Also could you spot Kabir Bedi in there :)