Here are some specific locations:
* The mines: The mines where Ofelia and her father work were filmed in the Buferrera mines in Asturias.
* The forest: The forest where Ofelia meets the Faun was filmed in the Cabrales Valley, a region known for its beauty and wild forests.
* The labyrinth: The intricate labyrinth was built on a sound stage in Madrid, but its design was heavily influenced by the caves and tunnels in the Picos de Europa.
While the film is set in a fictionalized version of Spain during the Spanish Civil War, the stunning natural scenery of the Asturias region plays a key role in creating the film's magical and atmospheric setting.