This isn't really a filming location (since Valinor obviously doesn't appear in the movie) but this slideshow was inspired by a discussion on John Howe's very cool website www.john-howe.com concerning the looks of the Grey Havens - and in particular by one of his paintings, of the Fleet of Ar-Pharazon (view here)

Hope you guys enjoy it... and I'm sorry for the rather flamboyant colour scheme (there's a background picture supposed to load with this, if it doesn't appear, try clicking your "refresh" button!) - I did this in a hurry & will polish it sometime later ... and I wish I could figure out how to change the colour of my links!! There is a "next" button on top of each picture (centered), it's barely visible on my browser though with the present colour scheme, but I don't have time to fix that now! :-(