Before it found its seaside home in Dubrovnik, King's Landing was originally shot in the small, island country of Malta. It's well-preserved capital, Mdina, was used as the filming location for King's Landing throughout the series' first season. Unlike King's Landing, Mdina is an inland city, which posed a slight problem for film crews, who were forced to stick to the city's winding interior streets to capture the spirit of the capital of the Seven Kingdoms. And when it came time to film the Red Keep, King's Landing's royal residence, HBO used real buildings within Malta's capital, including San Anton Palace, the residence of Malta's president.
Malta's stunning Azure Window, located on the island of Gozo, was also featured in the series' first season, as the setting for the wedding between Danaerys Targaryan and Khal Drogo.