Where was the river filmed in Harry Potter 5?

I can't see the picture, but I guess you mean the river they flew over. That's the Thames in London.

References:

Harry Potter and the Order of the Phoenix

Venue: Brenheim Palace in Woodstock, Oxfordshire, England, UK.

Burnham Beeches, Buckinghamshire, England, UK

Butler Pier, Shade Thames, Southwark, London, UK

Clachaig Gully, Scottish Highlands, UK

Fort Williamsburg, Glencoe, Scottish Highlands, England

Glencoe, Scottish Highlands, England

Glen Etive, Scottish Highlands, England

Gryffindor, Scottish Highlands, England

Leavis Deng Studio, Hertfordshire, England, UK (studio shooting)

Holborn Lincoln Hotel, London, UK (street view outside Grimau Square)

Thames in London, England (Thames)

Virginia Water, Surrey, England, UK

Westminster subway station, Victoria embankment, Westminster, London, UK

Woodstock, Oxfordshire, England, UK