The walk of shame & battle of Blackwater
The city of Dubrovnik in Croatia served as the iconic King's Landing, the capital of Westeros. Dubrovnik is a picturesque walled city on the Adriatic Sea, and its old town features baroque buildings, cobblestoned squares, narrow alleys, and marble-paved streets.
One of the most memorable scenes filmed in Dubrovnik is Cersei walking naked down the city streets with thousands of her subjects yelling, "shame! shame! shame!". This literal walk of shame was punishment for her various crimes and started at the famous staircase to the church in the old town.
Another important scene filmed here is The Battle of Blackwater, when Stannis Baratheon attacks King's Landing, filmed at Fort Lovrijenac. The fort's walls were lit up with a brilliant green fire, created by the Wildfire that Tyrion Lannister had ordered to be released on the attacking ships. The ensuing battle was one of the highlights of the entire series.