Mt. Cockburn Range - bushland and sandstone cliffs of the Mount Cockburn Range, which extends along the famous Gibb River Road, in the Heart of the Kimberleys. Gibb River Road, East Mt. Cockburn Range, Kimberley, Western Australia, Australia . This area around El Questro; Mt. Cockburn and the Pentecoste River was used for most of the filming for Australian epic AUSTRALIA starring Nicole Kidman and Hugh Jackmann.