There is no mention of a specific real world location.   However, the inspiration seems to be New York.

Fritz Lang has been quoted in various interviews:
>"the film was born from my first sight of the skyscrapers in New York in October 1924".

> "I looked into the streets – the glaring lights and the tall buildings – and there I conceived Metropolis."

> "the buildings seemed to be a vertical sail, scintillating and very light, a luxurious backdrop, suspended in the dark sky to dazzle, distract and hypnotize".

>"The sight of Neuyork [sic] alone should be enough to turn this beacon of beauty into the center of a film...

I believe the filming took place in Berlin, but all external shots were on sets rather than in real locations.  My belief that it was filmed in Berlin is based on him using 500 children from the poorest districts in Berlin in the flooding scene.  It would seem quite odd (and difficult) to transport 500 children any great distance.


Source : [Metropolis_(1927_film)][1]


  [1]: https://en.wikipedia.org/wiki/Metropolis_(1927_film)