The most used location for the filming of the first season was Malta. In the old capital Mdina are some rear architectural masterpieces which were perfect to represent King’s Landing, the capital city of the Seven Kingdoms. However the most spectacular location is Azure Window on the island of Gozo, a beautiful place recognized by the natural rock arch formation used in filming of the Danaerys Targaryan’s wedding to Khal Drogo.
Several more locations were chosen to recreate The Red Keep including the real-life residence of the president of Malta.
The gates of Ft. Ricasoli were served as the Red Keep’s gates and the St. Dominic monastery was used in the scene where Ned Stark confronts Cersei Lanister in the godswood.