According to the El Pais newspaper (via CommanderBond.net), filming for Bond 22 moved from previously-reported Siena, Italy, to Spain recently. The article states that shooting took place in Madrid from August 23 to 29.
‘We will film in and around the historic quarter of Madrid,’ which the newspaper report took to mean Madrid de Los Austrias and its surroundings which include the Royal Palace and Royal Opera. No mentions were made as to whether or not Daniel Craig would be present.
The next installment, directed by Marc Forster and again starring Daniel Craig, is scheduled for a November 7, 2008 release.