The Sodbury bank where the final robbery takes place (named after villages north of Bristol called Chipping Sodbury and Old Sodbury) is the old Bank of England and Norwich Union building that has been disused since the 1980s on the corner of High Street and Bridge Street (Castle Park) in central Bristol. All of the exteriors and interiors (including the original vaults) are used in the film with minimal re-dressing.
The first bank that Arthur robs is called the Henleaze Building Society. Whilst Henleaze is a real place in Bristol, there is no such building society and Henleaze High Street is in fact Corn Street in the centre of Bristol. The director (and co-writer) has lived all of his life in Henleaze and thought this would be a nice tribute to his family. The actual building society was an old bank that was disused at the time of filming, but the cafe where Arthur runs in to use the toilet was a real cafe called The Birdcage. Sadly, the cafe closed a few months after filming but has since re-opened as a restaurant.
The retirement home is actually the Arnos Manor Hotel, South Bristol. This location was also used as an interior for the scene where the ladies are doing keep fit.
The producer's children are in the vets waiting room with their pets.
The director's wife and children are the family waiting to use the toilet when Arthur is in there.