We start our trip around Westeros in the far south: Dorne. We've seen Dorne multiple times throughout the seasons, but the most visually interesting is the Water Gardens, also known in the real world as the Alcazar de Sevilla in Spain.
By the way, THERE BE SPOILERS AHEAD, so consider yourself warned.
From Dorne we head east, to Essos. Under the mighty pyramid of Meereen lay the catacombs where Daenerys kept her dragons. Sadly, in the actual catacombs under what was once the Diocletian's Palace in Split, Croatia, there were no dragons. There weren't even any stairs. It looked vaguely like the show, but the huge stairs that multiple characters walk down was absent, built (and removed) by the production team. Even the door, which you can see in the middle of this photo, isn't a real door.
Even farther east is Qarth, where baby dragons were stolen by the Warlocks of Qarth. Though in the show the actual tower looks different, the base around it (shown in the frame from the show) is the base around Minceta Tower in the Walls of Dubrovnik. Because so much of the show was shot in that town, this tower was used for a lot. You'll see another picture of it later.
Now we head far west, both in the fictional world and the real one. In season 2, episode 4, Melisandre gives birth to a shadow assassin, freaking out Ser Davos. These caves are in Northern Ireland and are called the Caves of Cushendun, which sounds like something George R.R. Martin could have written himself.
From the southeastern shores of Westeros, we swing around and head up to the northwest, to Pyke, on the Iron Isles. Though in the real life, we've only traveled a little farther up the Northern Irish shore, to Ballintoy. This is from season 3, episode 2.
East to The North, the lands near Winterfell, and the scene in the first episode where Eddard Stark kills a deserter from the Night's Watch. Much of the show is shot in Northern Ireland, and it doubles for much of The North. This is near Knockdhu Promontory Fort, a bit north of Belfast.
According to the Game of Thrones tour I took in Dubrovnik (because of course I took one), as the city's popularity increased over the last few years, it became harder and harder to use this area for the show. Blocking off the main entrance to a city with streams of tourists presents problems.
Behold, the Great Sept of Baelor! Sort of. These are the famous "Shame" steps that lead to the Great Sept. There is a church at the top, but you can't see it from here (what you see is a different building). It's definitely not as big as the one from the show.
For a few kuna you can walk along the city walls. Doubt they would have let you do that in King's Landing. In many shots of the city, the water below is replaced with computer-generated buildings, and the small keep on the right is replaced by the Red Keep. As you'll see, they play around with the locations of many buildings throughout the series.
That "other" keep on the other side of "Blackwater Bay." That's Lovrijenac and has been used inside and out for countless scenes. If you rewatch the show, you'll see this little stretch of corridor inside Lovrijenac multiple times.
Another spot used a lot. The screenshot is from season 3, episode 1, but you'll see that area in other episodes. The famous "Power is Power" scene between Cersei and Littlefinger (season 2, episode 1) was shot on the lower level you can see here.
Ahhh, the Purple Wedding. The King Joffrey scene we were waiting years to see. This area, adjacent to Lovrijenac, is a park with walking paths. You can barely recognize it in the episode, but it's one of the biggest, flat, outdoor spaces around Dubruvnik, so it's not surprising they picked it for that scene.
Not much done to the Lovrijenac, just a few CG towers. Fun fact! The walls of the Lovrijenac are thinner on this side than the side that faces the sea. In case it was captured by an enemy the defenders of the city could deny their enemy such a fortified beachhead.
A view of Dubrovnik from near Minčeta Tower. As you can see from the screenshot, "Blackwater Bay" is covered over, and Lovrijenac is the Red Keep. However, if you're standing on the stairs in front of where the Sept "is," you're actually facing this way (not towards the Keep as is seen in the show). Such lies!
There's good reason the creators of "Game of Thrones" chose these locations for the show: it's easy to make the show look good when the locations themselves look so amazing. This one's from my Instagram.