Slow Horses - Season 2 - Dead Lions - Episode 3 - Drinking Games

Written by: Will Smith, Morwenna Banks, Mark Denton, Jonny Stockwood
Stars: Gary Oldman, Jack Lowden, Kristin Scott Thomas
Filming towns: London, Stroud, Castle Coombe

IMDB
Wikipedia

Scene: River driving into Upshott
Location: Market Pl, Castle Combe

Scene: River arriving at Inn
Location: The White Hart, The St., Castle Combe

Scene: Scene of Min's accident
Location: Missing

Scene: River getting a tour of Upshott #1
Location: The St., Castle Combe

Scene: River getting a tour of Upshott #2
Location: Water Lane, 3 Waterside,Castle Combe

Scene: MI5 HQt
Location: Old Royal Naval College, London
Note: Seems the MI5 building has been done by CGI magic :)

Scene: Lamb going to laundromat
Location: Laundrette London, 126 Salmon Ln, London