Location filming for Skyfall is due to take place at Canary Wharf over the next few weeks. According to the report on Wharf.co.uk (via MI6):
Daniel Craig will reprise his role as the suave superspy in Skyfall, the 23rd film in the long-running movie franchise, and The Wharf can exclusively reveal that some scenes will be shot at The Four Seasons Hotel in Westferry Circus.
In the best secret service tradition the hotel refused to comment, but The Wharf has learned that shooting will take place over the next few weeks as production on the film, Craig’s third as Bond, gets into full swing.
The article goes on to say that Eon Productions has refused to confirm this story. The Docklands area of London in which Canary Wharf is found was last seen in the pre-titles of The World Is Not Enough (1999) when James Bond is involved in a high speed boat chase along the Thames.