In Carl Sagan's excellent television series Cosmos: A Personal Voyage, he visits many locations (and displays footage from many events) that are not always identified by the narration of the episode. Here, I've compiled a short list of some of the more notable examples, with further information that was not included in the original TV series. The time tags are in reference to the DVD release.
You may also be interested in a more comprehensive interactive map of Cosmos filming locations, created by user jimmyb with Google Maps.
Episode 3: Harmony of the Worlds
- (06:27 - 08:34) Sagan's discussion of astrology takes place on the seventh floor roof gardens of the Rockefeller International Building at Rockefeller Center in New York City. When the camera is facing east, St. Patrick's Cathedral is visible in the background.
- (15:45 - 18:51) The ruins of the Anasazi temple in the American southwest are the Casa Rinconada, in New Mexico's Chaco Culture National Historical Park. It was a large kiva, a room used by Pueblo people for religious rituals.
- (19:13 - 19:38) The three large stone slabs and carved spiral are at the "Sun Dagger site" on Fajada Butte, also in Chaco Culture National Historical Park.
Episode 7: The Backbone of Night
- (03:17 - 03:26) The book that Sagan uses to demonstrate the librarian's misunderstanding is Hollywood-London Film Parade, edited by Douglas Crane and K.E. Millis and published in 1948.
- (05:52 - 08:58) Sagan visits his sixth grade classroom in PS 101 at 24th and Benson Ave, in Bensonhurst, Brooklyn.
Episode 8: Travels in Space and Time
- (19:00 - 19:15) As Sagan is introducing a thought experiement involving the speed of light, he pushes his bicycle up the incline of Via del Castello in the town of Vinci.
- (19:45 - 20:35) This scene is mostly filmed with the camera facing west on Piazza Guido Masi, a plaza just north of the tower (at 10° 55' 38.9" E, 43° 47' 15.4" N). Sagan leans his bicycle against the rounded stone wall on the inside corner, and takes a seat at a table outside a building at the plaza's west end. Between 20:55 and 22:34, the plaza is seen with the camera facing east.
Episode 12: Encyclopaedia Galactica
- (08:07 - 08:26) This is the 1972 Great Daylight Fireball, which was an Earth grazer meteoroid that entered the atmosphere over Utah on August 10, 1972, and was clearly visible in the daylight for about 100 seconds. The video footage was shot by Linda Baker from the Colter Bay marina on the eastern shore of Jackson Lake, Wyoming, where she was vacationing with her husband, Jim. There also exist some 35mm still frames, shot by Jim Baker.