 " The Snowmen " was originally intended to be produced in the fourth production block of the series and be the first episode Coleman shot as her character ; however , it did not begin filming until the week of 6 August 2012 , after Coleman had worked on later episodes while Moffat was writing the Christmas special . The read @-@ through had taken place on 2 August 2012 . This was the first Christmas special to be filmed in BBC Wales ' new Roath Lock studios . Scenes featuring Coleman and several guest stars in a Victorian setting were filmed in Newport , Wales , while Coleman and Smith were also spotted filming in Bristol two weeks later on 21 August . Some scenes which used snow props were filmed in Portland Square , Bristol , where filming took place overnight on 21 – 22 August 2012 . Bristol was chosen because it had Victorian @-@ era architecture . Pickwood stated that his favourite set is the London Street with the back of the pub , which he said was based on a sixteenth @-@ century building in Oxford . The locations were blocked off and sprayed with fake snow . 
