 The dinner table scene at Lady Catherines was the first scene shot  for the film. Elizabeths conversation with Mr. Wickham under the  tree was the last. Filming at that location, Burghley House in  Linconshire, lasted from the 18th to the 22nd of July, 2004,  according to the houses website. In the film (and the novel), the  house is called Rosings.  Filmed almost entirely on location. The only set built for the film  was the common hall where Darcy and the Bingleys are first  introduced, since because common halls of the type no longer survive  in England, or are at least very hard to find nowadays. Building the  set also allowed the crew to build it to their exact specifications.  Filming on a real location that was that narrow would have been  incredibly difficult anyway.