The substitute for The Royal Palace of Louvre in the movie (Versailles was build almost half a century later than the time, this story takes place) is a German palace, the Fürstbischöfliche Residenz (the prince-bishop's palace) in Würzburg, Lower Franconia, Bavaria.
The so called "Ring of fire" crows nest with its 31 cannons was built as a fully working version out of a mass of wood in only fourteen days by a German company called 'pyro.labs berlin'. It is on display in the Babelsberg movie studio film park.
Playing Rochefort, Mads Mikkelsen in this movie wears an eye-patch over the very same left eye that his Le Chiffre character wept blood in Casino Royale (2006). It's also over the eye Mikkelsen missed in Valhalla Rising (2009) when playing the viking warrior/spirit known as One-Eye.
The dance music near the end is appropriate for the time period. It's a gavotte from Terpsichore, a large collection of dance music published in 1612 by a German composer and musician, Michael Praetorius. The original novel begins in 1625, so the Terpsichore collection would have been known then.
In the scene following the Musketeers' fight with the Cardinal's men, d'Artagnan and the Musketeers walk through the portal of the "rathaus" (courthouse) in Bamberg, Bavaria in Germany. The rathaus sits astride the river Regnitz which runs through the city. To the left in the background, a half timber house that seems to float over the river can be seen. This is the Hotel Restaurant St. Nepomuk.
At the beginning of the movie, the map of Europe shows several states and kingdoms of that era. However, in Germany, a fictional kingdom west of Bavaria called "Wurzburg" is shown (slightly misspelled, as the original spelling is "Würzburg"), the name of a Franconian city where major parts of the movie were shot.
Ray Stevenson (Porthos), Mads Mikkelsen (Rochefort), and Til Schweiger (Cagliostro) were all in the 2004 film, King Arthur (2004) together as well. Stevenson played Dagonet and Mikkelsen played Tristram, both knights of King Arthur's round table. While Schweiger played Cynric, a Germanic leader warring with Arthur.