And now it's been revealed that the preserved Keighley and Worth Valley Railway has become the latest location to take part.
Keighley Station was hired to stand in for Cheltenham Spa, the nearest terminus to the real-life GCHQ base in Gloucestershire where Knightley's character, translator Katharine Gun, worked.
The heritage line is most often seen in period dramas - it's recently appeared in Peaky Blinders and A Testament of Youth.
Official Secrets is set in 2003, so modern rolling stock and station fittings are likely to appear.
Ralph Fiennes are Matthew Goode also star in the film, which tells the story of Katharine Gun, a British translator who leaked secret documents about US activities ahead of the Irag invasion in 2003 to the media. She was later arrested and charged under the Official Secrets Act, but the case was dropped. She became a cause celebre when celebrities such as actor Sean Penn supported her case.
Doctor Who star Smith will play journalist Martin Bright, who published the leak in The Observer.
Photo: Charlotte Graham