Shane's Castle as Under the Great Sept
The High Sparrow talks with Margaery.
Source: Winter Is Coming
“Book of the Stranger” Filming Locations
A brother and sister are reunited, Littlefinger returns to his lord, Tyrion negotiates with the Old Masters, Theon arrives home, and Dany executes her plan.
Game of Thrones episode “Book of the Stranger” was filmed in Antrim in the United Kingdom and Almería & Peñíscola in Spain.
Farm off Garron Road as Vale Farm
Littlefinger returns and accuses Yohn Royce of giving his travel plans to the Boltons.
Artillery Park as Meereen Waterfront
Tyrion watches the ships carrying the various slave masters arrive with Varys, Grey Worm, and Missandei.
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.
El Chorrillo as Vaes Dothrak
Jorah and Daario arrive and meet Dany and she comes up with a plan.
Source: Getty Images
Hillside off Calle via Nova as Hillside above Vaes Dothrak
Daario Naharis and Jorah Mormont climb a hillside overlooking Vaes Dothrak and discuss their plan to save Daenerys.