Filming on the Cranford Chronicles started last April. David H. Betteridge took photographs when outdoor scenes were filmed in Lacock from 23 April. Alex doesn't seem to be there, he isn't in any of the pictures, but other actors, like Greg Wise, Jim Carter, Imelda Staunton, Barbare Flynn and Deborah Findlay are. The many pictures here do give a good first impression of the series. Lacock is a village in Wiltshire, which has been used for films and tv series before. Filming in Lacock has finished now.
See: David H. Betteridge
The BBC itself also has some pictures of filming in Lacock on its Wiltshire site. This site also has a short video fragment of filming.
See: BBC Wiltshire
Filming will also take place at the Shepperton studios in London until September.
And the series apparently already has an "Unofficial Fan Site" at Cranford Chronicles