The advertisement was shot in Iceland.
Chris Cunningham and Darius Khondji found the right landscape for their idea here and that's why they came," says Dis Olafsdottir. "They were looking for a stark contrast between the black sand and the cloudy sky. They wanted cloudy skies all the time." - Dis Olafsdottir 
The advert includes excerpts of The Color of the Fire (minus the Sesame Street samples) and 5-9-78. A search for "Michael Sandison" in the BMI repertoire database returns a song named "Nissan Statistics"; this is believed to be the name of the background music collage for trademark/royalty purposes.