Ajay Devgn on movies, being a mawwali, marriage and more... Why are so many movies set in London these days? Is it to appease the immigrant population in Wembley? All of Vipul Shah?s movies are based in London but it?s not to appease anyone. London Dreams needed to be set abroad and when you talk about London, everyone connects with it, even those living in the interiors. You and I may know about San Francisco but not people in small centre. They know London though.