When I first came across this picture from the filming I was trying to figure out where it was taken. It came to me that she is wearing her coat that she has on when they did the scene on the rocks overlooking the river at The Shire. Finally, on my third trip there I got the right spot. They actually do the sitting scene right where they are standing then they move toward the river for another sitting part before he jumps off the rocks. Interesting that when I visited there yesterday we found a old rusting large size nail that was pounded into the top of these rocks right where they would have filmed their scenes. We know they built platforms over the rocks for them to walk on during the shooting. It is a bit tricky climbing up to this spot. If you look closely at my photo you can see Sally the dog towards the center right. She blends in really well.