On the set of Game of Thrones Posted on May 5, 2016June 6, 2016 LUNETOILEPosted in Blog Riad Lunetoile Essaouira is so picturesque it is not hard to understand why this location is used as a set for movies. It was the location used as “Slavers Bay” in Game of Thrones. We walked along the wall by the canons exactly where Khalessi walked.