OHMSS was shot partly in Lisbon. The following quote is from:
http://www.movie-locations.com
"The opening sequence, of Bond rescuing Tracy Di Vicenzo (Diana Rigg) from the sea, was shot on on Guincho Beach near Cascais, west of Lisbon, Portugal. Draco’s home, scene of the birthday party, is the Da Vinho Estate at Zambujal, about 20 miles south of Lisbon.
Bond stays at the Palacio Estoril Hotel, Rua Do Parque, Estoril, west of Lisbon."
The Palacio Estoril is to the right of Estoril Station as one crosses the road with the park and casino in front. Catch a train from Lisbon Cais de Sodre Station to Estoril. About 30 minutes travel.
