I've always had good luck just using headers when the action in a single scene is spread over a few locations. A la:
Near the Tent
Blah blah blah...
Behind the Blacksmith's Shop
Blah blah blah...
And if it's a particularly convoluted set of scenes, naming the PCs present also works. Along the lines of...
By the Fire (Lirann, Thalen, Beric)
Blah blah blah...