Most of the cold weather scenes in "Game of Thrones" were shot in Iceland. The austere beauty of Vatnajökull National Park took center stage alongside the wildlings, the Night's Watch and their undead adversaries. You can pick out Vatnajökull's Svínafellsjökull Glacier in the background of certain shots.
Vatnajökull is within a daytrip's distance of Iceland's capital, Reykjavik. However, since the park stretches to cover almost 10 percent of the entire island, it draws serious hikers and outdoor adventurers as well as casual sightseers. Most of the "Thrones" locations are open to daytrippers, though longer tours are available.