Bulgaria

MacGyver went to Bulgaria on an assignment to retrieve a microfilm containing stolen documents. His quick escape was quickly derailed when he met Penny Parker at the airport and was unwittingly pulled into a dispute between her and her boyfriend, Stephan, who turned out to be a Bulgarian security officer incriminated in the stolen documents MacGyver was picking up.

Believing MacGyver and Penny to have been working together as spies, Stephan led the hunt to capture them but had a change of heart when his uncle ordered him to kill them both and instead escaped with them to Greece.

Notes:
Although the city isn’t mentioned in the episode, the opening shot shows the Banya Bashi Mosque which is located in Sofia, the capital city of Bulgaria, which implies the episode took place there.