What was most surprising was that there were in fact two Knight Buses.
I saw both buses (one was for stunts) parked next to each other before filming started.
They were there to be shot driving along the road at night, and as I was upset to hear, no celebs were on set!
But suddenly, one drove off, with your intrepid Newsround reporter in hot pursuit - could this be a hot story about to break?
But because I was on foot, and it was a bus with an engine and wheels, it got away.
Inside the bus
Fortunately, a three storey purple bus is pretty hard to hide, and I found it down a small street surrounded by kids.
I managed to get pretty close, and saw Harry's Hogwarts trunk, the light fittings inside and even the beds which are meant to hold sleeping witches and wizards.
Fairly predictably I wasn't allowed to take any pics of the inside of the bus, but, believe me, it looked just how I'd imagined it from the book.