FAQ

In fact it's not a prison. The prison, as seen from the outside is the Oceanarium of Lisbon, Portugal.

That bridge is bridge Vasco da Gama, in Lisbon. A funny fact is that the characters are always crossing it to the wrong side, i.e., when a character leaves the "prison" (that in fact is in Lisbon), we can see that character crossing the bridge heading to Lisbon, which doesn't make much sense.