... in Paris, more specifically.
And this is what he was shooting: L'Arc de triomphe.
Now that was weird... I was walking home from work, and just happen to see a small group of people around a camera... When I got closer, I saw that Bay was riding it (literally). The last thing I would have expected is to see Bay shooting in my neighbor.
The scene was about a news anchor from CNN doing a report... It feels like main photography is getting closer to the end.
Producer Ian Bryce was here as well.
NOTE: this is a stock photo of L'Arc de Triomphe, but from where Bay was shooting it, you will probably get the same angle, with the actor standing in front of the camera.