When the pilot was first filmed, Morocco was used as a stand-in for Pentos during the Dany scenes. It seemed likely they would be returning to the location when the first season was to be filmed. However that was thrown into doubt when, at the time of the green light announcement, George R. R. Martin mentioned that returning to Morocco was only “possible.” Now it seems that possibility is becoming more likely as a recent posting on the website My Entertainment World seems to indicate a return to the African nation.
Winter Is Coming: Unfortunately the details of the posting is hidden behind a subscription-barrier. If anyone has, or knows someone who has, a subscription to this site and would be willing to pass along the info, we would be much obliged. I’m going to guess that this is legit though and that Morocco will be the setting for all of the scenes involving Dany and company. They already did a lot of ground work location scouting and whatnot, so my assumption is they will want to return to the area they had already settled on.