Here is an “on location” shot from 1959’s Vertigo. It is the Palace of the Legion of Honor Museum; it is one of the many locations in San Francisco where James Stewart follows Kim Novak.
This film was great in capturing the spirit of San Francisco. In fact, several tours will take you to the various locations in and around San Fran where Hitchcock shot. Here is about.com‘s guide to the many real life locations featured in the film.
There is also a great book about Vertigo and San Francisco (Footsteps in the Fog). It is recommended reading for any fan of San Francisco or Alfred Hitchcock.