Leadenhall Market in the City of London was used as Diagon Alley in Harry Potter and the Philosopher's Stone, whilst the entrance to wizard's pub, the Leaky Cauldron, is in real life an optician in Bull's Head Passage.
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A 2-Park Ticket will allow you to go back and forth between Universal Studios and Islands of Adventure, the 2 Harry Potter-themed worlds, Hogsmeade and Diagon Alley. You can either walk back and forth between the parks, or use the Hogwarts Express train.