Hennessy used real footage of the state opening of Parliament (with the Queen and lots of MPs) as Rod Steiger tried to do a Guy Fawkes.
The thread on "The Queen's Guards" got me thinking, in that film the 1960 trooping the colour was filmed by a second unit for inclusion in the drama. I can also think of another couple of examples , Richard Eyre's "The Ploughman's Lunch" which had scenes filmed at the actual Conservative party conference in Brighton. The 1927 Our Gang short "Seeing The World" had The Prince of Wales filmed by James Finlayson on holiday with a two man camera crew sent by Hal Roach for inclusion in that film.
Any other examples ?
Hennessy used real footage of the state opening of Parliament (with the Queen and lots of MPs) as Rod Steiger tried to do a Guy Fawkes.