Yes, they went to Iceland and yes, it was actually as cold filming as was depicted in the show but that's just the tip of the iceberg of what was involved in the making of episode six.
'Beyond the Wall' did exactly what it said on the tin and saw Jon's motley crew head north to capture a wight to prove their existence to everyone in Westeros and while that was an epic undertaking, the making of the episode was even more intense.
From creating a CGI zombie polar bear to cementing an entire quarry and building the back of a full-size dragon in real life, no expense was spared in making the episode as cinematic as it needed and turned out to be.
Which just makes us even more nervous for next week and whatever they have in store for us.