The Canary Islands: Broccoli and Saltzman took a look at these islands for possible use in You Only Live Twice. Japan was picked instead.
Hong Kong: Was an original location for the film Tomorrow Never Dies. The original script also involved the Chinese takeover of the territory as a backdrop to the plot. Concerned about what might happen when the Chinese actually did take over Hong Kong, then studio President John Calley called advisor Henry Kissinger (yes, *THE* Henry Kissinger) to get his perspective on what to expect when Hong Kong reverted back to the Chinese. Kissinger predicted riots. Calley got nervous. The script got changed. Hong Kong got the boot.
Iran was to have been a location for the film The Man With The Golden Gun. Broccoli, Saltzman, Guy Hamilton and Tom Mankiewicz took a scouting trip out there. However, Mankiewicz and Hamilton had a falling out, Mankiewicz left the production, Richard Maibaum came on, and they decided to go for the far east. Also, the delay between The Man With The Golden Gun and The Spy Who Loved Me was in part caused by Harry Saltzman apparently using EON as a guarantor for his risky commerical ventures. Apparently there was an attempted takeover.