This video is dreadful, and the song is nothing special (and I say this as someone who likes Bollywood.) But hey, it was filmed right here — I recognize all the locations. In fact I think I recognize one of the “back-up dancers”.
The Indian film industry does a bit of filming here and in Switzerland, as well as other European cities (Shahrukh Kahn is currently filming in Berlin, a city which is hoping to get in on the scene.) The old Indian classics often featured scenes filmed in Kashmir (snowy mountain peaks, green meadows), and since the area is no longer politically stable enough to bring stars and film crews there (It’s been in the news that some have indeed been going back in the last couple of years), directors looked to other snowy-mountain-peaked countries where they could film, and now there is a local industry built around them — location hunting, for example, and catering companies. Somebody filmed a big dance scene in front of the Landestheater one year.