Early on a photo is shown of the President of San Lorenzo in front of his palace. The actual palace is Castille Palace in Valletta MALTA. The person shown was 'pasted' over.
The "San Lorenzo Parliament" building shown is actually the former Capitol building in Havana, Cuba.
Sophie's line "Don't cry for me, San Lorenzo" is a play on "Don't Cry for Me, Argentina", the most famous song from the Tim Rice/Andrew Lloyd Webber musical "Evita".