I think Casualty is classed as a soap (or ongoing drama!) these days, as it is on nearly every Saturday night of the year.
This is the current exterior set of Holby Accident & Emergency which made it's first appearance in 2002:
It is filmed on an industrial estate in Lawrence Hill in Bristol:
The original exterior set was filmed in Ashley Down, Bristol at The City of Bristol College (formally Brunel College of Arts & Technology) from 1986 (Series 1) until 2001 (Series 17 Episode 15). Before the buildings were used as a college it was actually an orphanage.
Here is the main entrance of the college which I seem to remember doubling up as the main entrance to the hospital on at least one occasion (the actual casualty set was around the corner from this):
I can't find a picture of the original A&E exterior set anywhere, but I do remember it very well as I went to college there for 4 years. It was quite common to see a Christmas tree up outside in the middle of summer while they were filming their Christmas episodes and to see the cast in a double decker bus which they used as their canteen.
Here is a birds eye view of the Casualty exterior set from 1996 with the arrow pointing to the ambulance bay:
and here is the same shot from 2007, long after Casualty had moved a few miles across Bristol to Lawrence Hill:
The college still has a campus there, although not as large now, with some of the buildings demolished and converted into residential use.
The ambulance bay was actually destroyed in the last scenes filmed here (Series 17 Episode 15) when a car crashed into it, bursting into flames:
http://www.youtube.com/watch?v=WQJd7eY18Lo
I might be wrong on this, but I have done a quick look on YouTube and it doesn't look like the exterior of A&E was shown again until 9 episodes later (Series 17 Episode 24), when the entrance had been rebuilt and surprise surprise the surrounding buildings looked totally different (almost as if it was in a different location

) :
http://www.youtube.com/watch?v=cukjVtYEneQ
Expect the exterior set and probably the interior set to change again next year because the whole production is moving from Bristol to Cardiff. It will be interesting to see how they deal with that - maybe another fire is called for in the story line?