Spectre (2015 film):

With filming completed in Rome, production moved to Mexico City in late March to shoot the film's opening sequence, with scenes to include the Day of the Dead festival filmed in and around the Zócalo and the Centro Histórico district. The planned scenes required the city square to be closed for filming a sequence involving a fight aboard a Messerschmitt-Bölkow-Blohm Bo 105 helicopter flown by stunt pilot Chuck Aaron, which called for modifications to be made to several buildings to prevent damage. This particular scene in Mexico required 1,500 extras, 10 giant skeletons and 250,000 paper flowers. Reports in the Mexican media added that the film's second unit would move to Palenque in the state of Chiapas, to film aerial manoeuvres considered too dangerous to shoot in an urban area.

Please answer a question about this article. If the question is unanswerable, say "unanswerable". Where in Mexico were the Day of the Dead scenes shot?
Zócalo and the Centro Histórico district