This fortified city also served as a filming location for some important moments. This scene was a pivotal moment for her character, and you can trace her steps along the city's main street! Of course, House of the Dragon returns to this location as we travel back in time to the golden age of King's Landing! Mdina, Malta While the list of scenes filmed here is too long to list, the most memorable is Cersei's ( Lena Heady) Walk of Penance. This beautiful coastal city is paved with ancient cobblestones and lined with red, clay roofs, making it the perfect place to see some of our most beloved (and most feared) characters walk the winding streets of this stunning city. Countless dramatic scenes take place here, so what real locations helped set the scene? Old Town Dubrovnik, Croatia King's Landing is the capital city and the seat of power in the Seven Kingdoms. Let's start with one of the most important places in Westeros.