Game of Thrones is set in Westeros, which is fake fantasy place. But it's clearly based on medieval times in England, what with the knights and the castles and whatnot. Accordingly, much of the show was shot in Europe; many stages were built in Northern Ireland, the Croatian city of Dubrovnik often stood in for King's Landing, when they needed to film something beyond the Wall they traveled to Iceland, they spent a lot of time in Spain, and so on.
Practically none of the show was filmed in Hollywood, the worldwide center of filmmaking, except for a couple of sequences that were. One of the biggest came in the seventh episode of season 3, "The Bear and the Maiden Fair," which climaxes when Locke (Noah Taylor), the mercenary who chopped off the hand of Jaime Lannister (Nikolaj Coster-Waldau) a few episodes before, forces Jaime's traveling companion/jailor/soulmate Brienne of Tarth (Gwendoline Christie) to fight a live bear for the entertainment of the Bolton soldiers gathered in the crumbling castle of Harrenhal. Brienne is armed with nothing but a wooden sword, so it's expect she'll be mauled to death. Jaime, knowing he's too valuable a commodity for Locke to let die, leaps into the fighting pit, forcing Locke to call off the bear and allowing both he and Brienne to walk away free, marking a turning point in their relationship.
It's a good scene, but there's nothing about it that screams "United States." According to SlashFilm, the Game of Thrones cast and crew had to travel to Los Angeles for this particular scene because that's where the bears were. Originally, they planned to shoot the scene in Northern Ireland, but you try and ship a grizzly bear actor — in this case Bart the Bear II, who passed in 2021 — across an ocean. Bears are divas, everyone knows that.
And so parts of the scene had to be shot on American soil. The show returned to the States to shoot some scenes for season 5 involving Jon Snow's direwolf Ghost, who was played in that instance by the arctic wolf Quigly. These animals just boss around everyone.
Today, the legacy of Game of Thrones continues through shows like House of the Dragon, which hasn't involved many live animals, at least not yet. There are a ton of dragons on the show, but obviously they're mostly made out of CGI. And if they were real, I assume they could just fly across the ocean anyway, so location wouldn't be a problem.
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