Ulica uz Jezuite as Stairs to the Great Sept
Cersei begins her Walk of Atonement from the steps.
Source: Winter Is Coming
“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.
Ulica od Margarite as King's Landing Market
Cersei is marched through the market on her way to the Red Keep.
Source: Winter Is Coming
St. Dominic Street as Walk of Atonement
Cersei walks down the street on her way to the Red Keep.
Source: Winter Is Coming
Ploce Gate as Red Keep Gate
Cersei enters the Red Keep after her Walk of Atonement and is welcomed back by Qyburn.
Source: Winter Is Coming
Revelin Fortress as Outside Red Keep Gate
Cersei arrives at the bridge leading to the Red Keep after her walk through town.
Source: Winter Is Coming
Binevenagh Cliffs as Dragon Landing
Daenerys tries to get Drogon to fly her back to the city and ends up getting captured by the Dothraki after going to search for food.
Source: Winter Is Coming, 2
Villa Dalmacija as Dornish Dock
Myrcella & Trystane leave with Jaime & Bronn on a ship back to King's Landing.
Source: Winter Is Coming
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.