Last Christmas was filmed in the snow-capped mountains of the Italian Dolomites. It's a stunning landscape, with its jagged peaks and towering cliffs. The scenery is truly breathtaking, making it the perfect location for a Christmas-themed music video. The picturesque town of Cortina d'Ampezzo serves as the backdrop for the video, providing a charming and festive atmosphere. The small town is also known for its winter sports, so you may see skiers and snowboarders making their way down the slopes in the background.