Shane's Castle as Winterfell Crypt
Sansa lights candles in honor of the death and then she has a conversation with Littlefinger.
Source: Winter Is Coming
“Sons of the Harpy” Filming Locations
Cersei gives swords to religious fanatics to strike at Margaery, Sansa deals with that creeper Littlefinger, Jaime and Bronn arrive in Dorne, and Daenerys has a spot of trouble with the Sons of the Harpy.
Game of Thrones episode “Sons of the Harpy” was filmed in Dubrovnik & Split in Croatia and Antrim in the United Kingdom.
Diocletian’s Palace as Dragon Crypt in Meereen
Dany takes the leaders of the old families down here to scare them.
Source: Winter Is Coming
Dubrovnik West Wall as Practice Field
Loras is practicing swordplay when the Faith Militant takes him captive.
Source: Winter Is Coming, 2
Ulica uz Jezuite as Stairs to the Great Sept
Tommen attempts to see the High Sparrow.
Source: Winter Is Coming
Diocletian’s Palace as Meereen Alleys
The Sons of the Harpy attack people in a back alley in order to draw the Unsullied into a trap.
Source: Winter Is Coming
Ulica od Margarite as King's Landing Market
Members of the Faith Militant smash up a market while the Goldcloaks watch.
Source: Winter Is Coming
Portstewart Strand as Dorne Coastline
Jaime and Bronn arrive in Dorne and end up killing a wandering patrol.
Source: Winter Is Coming, 2
Portstewart Strand as Sand Snake Camp
Ellaria rides up the Sand Snakes and convinces them to get revenge for Oberyn.
Vestibule (Diocletian’s Palace) as Meereen Circular Square
The Sons of the Harpy kill two unsullied in a circle space.
Diocletian’s Palace as Meereen Street
A group of Unsullied hear a disturbance and run towards it and later Barristan Selmy does the same.
Diocletian’s Palace as Meereen Square
A group of Unsullied rush through a small square on their way to the disturbance.
Diocletian’s Palace as Meereen Corridor
A group of Unsullied are ambushed by the Sons of the Harpy before Barristan Selmy comes to the rescue.
Source: Wikipedia