“Downton Abbey has made things more original.” As for the house itself, in many ways Downton Abbey – the building – is number one on the call sheet. Credit: Carnival Films In that sense, Downton Abbey – or, as it is known in real life, Highclere Castle – fulfils two roles in the story. Fellowes, who had tried to use Highclere as the filming location for his film Gosford Park and his adaptation of Little Lord Fauntleroy but failed, wanted Downton Abbey to make a statement. Lady Mary (Michelle Dockery) and Lady Edith (Laura Carmichael) in Downton Abbey: The Grand Finale. And it is also true that, at this point, even though filming has concluded, Downton Abbey is still not quite over.