Where is Game of Thrones filmed?

Answer 1

First Season:

Primary locations: Paint Hall Studio in the Titanic Quarter of Belfast, Northern Ireland, and the city of Mdina, Malta, a change in location from Morocco. Additional filming locations included Cairncastle, Shane's Castle, Castle Ward, Magheramorne Quarry, and Tollymore Forest Park, all in Northern Ireland. Doune Castle in central Scotland was also used.

Second Season:

Dubrovnik, Croatia, was used instead of Malta for scenes in King's Landing and elsewhere. Scenes set north of the Wall are set to be filmed in Iceland, on the Vatnajökull glacier, in November 2011. New shooting locations in Northern Ireland include The Linen Mill Film & Television Studios, Banbridge, Ballintoy Harbour in County Antrim, Gosford Castle, outside Markethill in County Armagh and also at Downhill Strand in County Londonderry.

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[ and here, I was thinking the answer was: "in front of a soon-to-be dead wedding reception audience." sorry, couldn't resist. :) ]

Answer 2

In a fictional realm known as Westeros and Essos. Filmed in Europe somewhere!