The stock footage of New York city shown during the opening credits appears to date to 1970 as 2 New York Plaza (completed in 1971) is shown under construction with approximately 20 floors complete. An empty foundation appears where 55 Water Street would later be constructed (completed in 1972.)
The exterior shots of the embassy are of the same building that serves as the exterior of the JAG headquarters - The Craven Estate, 430 Madeline Avenue, Pasadena, California, USA. The first appearance of the exterior appears about at the 7:30 minute mark, right after Jamie finds out her assignment from Oscar. It is an establishing shot, right before it cuts to Jamie approaching the secretary in the embassy. It is shown again at the 17:30 mark, right after the scene where Jamie is introduced to the King. It appears at the 26:35 mark, and at the 40:10 mark. At 46:43 John Reilly is seen running out of the front door when he hears that Jaime has been tricked into a false meeting with the King.
A stock shot of Tons Restaurant is shown which is the same location used in countless episodes of Seinfeld