“Mother's Mercy” Filming Locations
Something bad happens to Myrcella, something terrible happens to Cersei, something unpleasant happens to Daenerys, something dreadful happens to Stannis, something dire happens to Sansa, and something worse happens to Jon Snow.
Game of Thrones episode “Mother's Mercy” was filmed in Dubrovnik & Split in Croatia and in the United Kingdom.
Magheramorne Quarry as Castle Black
Home of the Nights Watch at the base of The Wall where Jon Snow travels. Photos of the set constructed in the disused quarry can be found here. One of the quarry walls was painted to look like ice, all of the buildings around the courtyard were built (including several interiors) as well as a working elevator.