Zack Sharf A gravestone for James Bond has been erected on the small island of Kalsoy, which is part of the larger Faroe Islands located between Norway and Iceland. It was on the Faroe Islands where Cary Fukunaga shot parts of the climax of “No Time to Die,” in which James Bond (Daniel Craig) dies in a missile explosion after thwarting the villainous Lyutsifer Safin (Rami Malek). The island was used as the setting for Safin’s evil lair.