Mortal Kombat: Annihilation was filmed in Petra, the UNESCO World Heritage site in Jordan.
The 1997 martial-arts fantasy sequel used Petra’s dramatic sandstone architecture and rock-cut spaces for scenes involving the Temple of the Elder Gods. Petra was an ancient Nabataean city and caravan center, famous for monuments carved directly into rose-colored cliffs. Its visual scale made it a natural choice for the film’s supernatural Outworld setting.
Petra became a UNESCO World Heritage site in 1985. The archaeological city is reached through the Siq, a narrow natural gorge, and includes landmarks such as Al-Khazneh, commonly called the Treasury, and the Monastery. The site’s real history is much older than the fictional mythology created for Mortal Kombat.
Petra was only one of several filming locations. Production also used Jordan, Thailand, London-area studios, and Parys Mountain on Anglesey in Wales. That broader production history can cause confusion, but the question asks for the UNESCO site specifically, making Petra the canonical answer.