The Alvarez Clinic, located in Los Organos in Cuba, plays a mayor part during Bond's visit to Cuba in Die Another Day. The clinic can be found in the north-western part of Cádiz, Spain. The mysterious clinic, specialising in gene therapy, is in reality an old fortification named Castillo de San Sebastián, dating from the early 1700's.
You have the same view over the fort as Brosnan in the film, from the beach located along Avenida Duque de Nájera, called La Caleta. It was on this beach that Bond's fictional hotel, El Gran Palacio was located, so the real location was used in the film. However, the promenade that functions as a link between the fort and the city was edited out in the film (compare the two pictures above) to make it look as if the clinic was situated on an island. But you can, in reality, walk out to the fort.
Most of the action takes place in the courtyard, where Zao escapes with the helicopter and up on the wall from where Jinx dives into the lagoon. After finding Zao in the hospital, Bond loses him and Zao manages to escape through the office window of the late Dr. Alvarez, murdered by Jinx. When Jinx's mobile bomb explodes and a piece of the wall blocks the window, Bond has to find an alternative exit.
A fictitious helipad was constructed in the middle of the courtyard for the film. Jinx hides behind a piece of ruin left in the courtyard and takes a few shots at Zao as he gets into the helicopter. Unfortunately there is little left to identify this location since almost every facade have been renovated. The only thing that has survived is the Jinx's ruin.
When the helicopter escapes, Jinx runs up a slope towards the big guns located on the western wall. There are also small steps next to the facade, where Bond later runs up after Jinx. Sadly both the slope and the steps are gone. It is possible that they were built specifically for the film. There is however another slant that leads up to the wall from the courtyard, visible to the very left in this left picture.