I found this list of BBC Middlemarch locations:
2 King's Mill Lane, Stamford, UK
(The Green Dragon)
3 All Saint's Place, Stamford, UK
(the Lydgate's house)
Assembly Rooms, 22 St George's Square, Stamford, UK
(Bulstrode's Bank)
Barn Hill, Stamford, UK
(Tertius Lydgate arrives by stagecoach)
Browne's Hospital, Broad Street, Stamford, UK
(The Old Infirmary)
Church of St George, St George's Square, Stamford, UK
(St Botolph's)
Junction of Austin Street and King's Mill Lane, Stamford, UK
(Pioneer newspaper offices and print works)
9 High Street St Martin's, St Martins, Stamford, UK
(Mawmsey the Grocers)
St George's Square, Stamford, UK
(main square in Middlemarch)
St Mary's Street, Stamford, UK
(the Vincy's house, the Plymdale's house, Spooner the jeweller's, Turnbull the estate agent's)
Stamford Arts Centre, 27 St Mary's St, Stamford
(The White Hart Inn)