Paheli – Jaisalmer, Rajasthan: Paheli was a mesmerizing film that saw romance between Shah Rukh Khan and Rani Mukerji. The film showed Rajasthani backdrop, and hence was shot majorly in the beautiful location of Jaisalmer near Jaipur, Rajasthan. Jaisalmer is also known as The Golden City and is a world heritage site with lot of national importance in terms of tourism.