According to Sharon Waxman’s blog Transformers: Revenge of the Fallen recently did some filming in Egypt.
A major milestone quietly passed last weekend: the first major Hollywood film in decades filmed in the heart of the Middle East. “Transformers II” turned its cameras at the Pyramids in Egypt, and again in the upper Egyptian town of Luxor, near the famed Valley of the Kings. This is significant for many reasons but mainly because it represents a rare move by two Hollywood studios, Paramount and DreamWorks, to connect to a country and culture that is perceived to be hostile to the United States.
I want Optimus Prime and crew to use the Pyramids as giant slides. Add some explosions too just for the hell of it!