Morocco was added as a fourth shooting location last season, joining Northern Ireland, Croatia and Iceland. The North African country was used to film all of the exterior Daenerys scenes from season 3, standing-in for the cities of Astapor and Yunkai. The four countries used last season (five, if you count the small scene they shot here in the US with Bart the Bear) stood as a record for a TV production.
However, it looks like the production is scaling back a bit this year, to a measly three countries. Our sources have indicated that, at this time, the production has no plans to return to Morocco for season 4. This is corroborated by reports that they are filming Dany scenes in Croatia this year, most likely in and around the city of Split.
Winter Is Coming: While filming in four countries was cool, it probably made life quite difficult on the cast and crew. Downsizing a bit was a wise move. Despite that, David and Dan have still said that this season will be the toughest to shoot yet.