Guardians of the Galaxy is just about half way through principle photography and production in London. The majority of the film takes place in Shepperton Studios' sound stages and because of this not many set photos have leaked from Marvel Studios' August 1, 2014 release.
That was before CBM found, and sourced, some set photos from a location shoot at London Millennium Bridge. In these set photos you can see various aliens and a Nova Corps officer running on the bridge. Check out the photos below.