THE BIG BREAKFAST SPECIAL
 
Towards the end of February, The Big Breakfast, a morning entertainment show on Channel 4, featured the first of a series of documentaries featuring special behind the scenes footage of filming on The World Is Not Enough. So far they have been interesting to watch because they reveal a great deal of key points regarding the bombing of the MI6 Building and the MI6 relocation to Scotland, as well as scenes filmed in Bilbao, and elsewhere.
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At one point in the Big Breakfast footage, a small explosion is seen going of in a room. Could this be the catalyst for the destruction of the Building? In addition, Bond is seen running down corridors similar to those seen in Q Branch in GoldenEye, throwing himself through two closing doors, only to be trapped by the next set of closing doors.
Here we see Bond setting off in persuit of the person responsible for the destruction of the MI6 Building. Can we assume this is shortly before he climbs aboard his special Q Branch speedboat for the spectacular Thames chase?
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.(The MI6 Building, Vauxhall, London)

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Seen here is Bond and Dr Warmflash.
This we assume to be the "examination" Dr. Warmflash performs on Bond, in which he recieves glowing testamonials.
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The MI6 relocates following the explosion to the MI6 Mobile Headquaters, in Scotland. Presumably, M escapes unhurt. The Mobile Headquaters takes the form of Eilean Donan Castle

In M's Office, there hangs a magnificent portrait of Sir Miles Messervy, the first M (Bernard Lee), which is a nice touch, and acknowledges the work he did for the Secret Service/Bond Franchise. (In the picture below, look to the far left.)

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Examining this image, we come to the conclusion that Bond is being briefed by M. Not only is the portrait visible, but behind Bond an X-Ray of Renard's skull can be seen which shows the bullet lodged in his skull.
Above: M's office in Castle Thane.
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The castle interior appears to be very traditional and is a nod to the earlier days of Bond.
Many thanks to the Big Breakfast for running this unique insight into the film!
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More recently, the Big Breakfast has given us an update on the film. It mostly covered the filming in Bilbao, and the following three screenshots were taken, showing clearly the jump Bond makes from the top floor of the bank:
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....RETURN TO BEHIND THE SCENES......FORWARD TO ET. TONIGHT SPECIAL....