I recognize the engine type from my schooldays - I used to travel to and from school by steam train every day.
It is indeed a GWR engine, a pannier tanker, so it would originally have worked in the south west of England. I imagine, though, that this was filmed in the early '70s, after the sweeping line closures of the nineteen sixties, so it could have been filmed on a heritage line. If that's the case it could be anywhere.
You might be more likely to get an answer if you post in a heritage line forum, for example here. I hope that helps!
Do not go gentle into that good night.
Rage, rage against the dying of the light. (Dylan Thomas)