So I’m reading on both The Man Who Would Be King and The Wind and the Lion and the first one is set mainly in British India in 1885 and Kafiristan (now Nuristan, a province in Afghanistan) and was filmed in Morocco. The latter was set in Morroco (with scenes in the U.S.) in 1904 and filmed in Spain. Both have Sean Connery and John Huston (John Huston directed the former and acted in the latter).