Filming on the Game of Thrones pilot is complete. This was confirmed via a Julia Frey blog post. The last few days were all night shoots, with the last day of filming being a Tue night/Wed morning shoot. Yesterday was the wrap party and today the cast and crew are packing up and heading home.
Now it is onto post-production: editing, effects, sound, etc. Depending on how polished HBO wants this pilot to be before making a decision, that work could take a few weeks or a few months. We know Modern VideoFilm will be doing some work on the pilot in February. GRRM mentioned a decision from HBO in March. I tend to think it will be earlier than that though as HBO generally likes to make quick decisions. I’m holding out hope for an early Christmas present from HBO.