A Dubrovnik-based magazine recently caught up with the Game of Thrones while filmmakers were shooting an original scene that is absent from the original text.
Yes, the cast and crew of HBO's Game of Thrones traveled to Dubrovnik, Croatia where they filmed the scenes that take place on King's Landing's exterior. The little castle town is perfect for the look of the capital city in the books. The weather, the ancient walls, and even the old piers give it a most appropriate old-world look.
As noted above, Dubrovnik TV stopped in to report on the final day of filming at one of the piers and manage to stumble upon a scene that was written just for the show. The video above, which also includes an interview with the show's writers/exec producers David Benioff and D.B. Weiss, shows the cast and crew working on a couple of scenes in which Sansa, Littlefinger, and Shea meet out on a pier. There are some mild spoilers, although nothing terribly ruinous.
No such meetings are in the book, however. All the interactions between Sansa and Littlefinger at this point in the books (the first half of book 3) are in private, in the castle. Most likely, however, they didn't actually add any plot to those scenes, just moved the same or similar dialogue out into the sunlight.
As they say in the interview, the showrunners are looking for as much excuse to shoot out on the walls and piers of Dubrovnik as they can find when writing the season. As for the presence of Shea, fans of the book already understand that this is all new material, as the Shea of the books is quite different, and never actually becomes Sansa's confidant as she has in the show.
The third season of Game of Thrones, which covers the events of the first half of book three of George R. R. Martin’s epic fantasy novel series, Song of Ice and Fire, kicks off March 31, 2013 on HBO.
You can find more images from the Croatian set on a couple of local websites here.