http://www.beforethetrailer.com/2010/06/transformers-3-filming-locations-and-updates/
Beforethetrailer.com is compiling a list of known Transformers 3 filming locations. Both locations where filming has already taken place and locations where filming will take place.
Check back at the link above as more filming locations come in.
Los Angeles Filming Locations
They have filmed at the area of 4th Avenue and S. Main
Chicago Filming Locations
On July 9th starting 6pm until July 11th at 6am Transformers will be filming on Lasalle Street.
July 15 at 8pm til July 19 at 5am They will be filming on Michigan Avenue.
On July 18, 19, and 20 Transformers 3 is filming at Bacino’s of Lincoln Park at 2204 North Lincoln Avenue
Florida Filming Locations
In September (we will get a specific date frame) Transformers will be filming at the Kennedy Space Center.