www.vforvendetta.com posted an update on June 9 announcing principal photography had wrapped. So principal shooting lasted four months, from March 7 or June 8. The last shot for the film involved shooting the death of Guy Fawkes back in 1606.
The original Wachowski screenplay included a prologue that briefly told the story of
Guy Fawkes and the Gunpwoder Plot; looks like the actual movie will contain the same thing.
The site also includes some vague photography from the Trafalgar Square shooting. Nice quality, but the pictures reported elsewhere by
Ain't It Cool and
Time Out and below give much more detail.