This may not be the best ever Columbo episode but as it's set in England it remains a favourite of mine.
Apart from the plot the main interest lies in location spotting. We get scenes at London airport and outside New Scotland Yard near Victoria Street which means Columbo could pass Buckingham Palace on the way.
The "London Wax Museum" is actually the Imperial College Library, near the Science Museum in South Kensington (also used as a location in "The Ipcress File"), but it does allow an impressive closing shot of the Albert Hall. We also get to see the Royal Court Theatre and lots of English rain.
Apart from that I'm not sure how much of the film was shot in the UK. The stately home has a definite California feel.
This is a good Columbo entry, only marred by the usual American view of the British: we're either "Pip, pip, old boy" types or " Gor blimey, gavner" cockneys. At the time this was made the top cop show in the UK was 'The Sweeney'. Columbo meets Regan and Carter, now that would be worth watching: "Oh, just one more thing sir, er...you're nicked!"