1 Prof. Jones: Here's a local. We'll ask him where the zeppelins are.
1 Monty: Subtly, dad.
2 Prof. Jones: Entschuldigen Sie bitte, wo bewahren Sie die großen Windbeutel auf?
2 Local: Dort drüben.
3 Prof. Jones: He says they keep the large gas bags over this way.
4 {They arrive outside the Rathaus}
4 Monty: The city council building?

The backgrounds here are photos I took in the charming German town of Rothenburg ob der Tauber. The building in the last panel is indeed the Rothenburg Rathaus - essentially the city council building. (In fact, you can see the same building by day in the main photo on the linked Wikipedia page, as of writing time.)

The town does get a bit full of tourists during the day, but there's enough space that it's not as oppressive as some other tourist towns, and most of them leave at night, when the town becomes truly pretty.

And thanks to the native German speaking forum member who provided the translation. (i.e. Don't blame me for any mistranslations!)

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2023-02-05 Rerun commentary: I can only assume this stranger they are asking is a construction worker heading home after being in the audience of a live quiz show recording.