In order to bring a new fantasy world to life, Sony Pictures TV and Amazon Prime Video used Eastern Europe for the Wheel of Time filming locations. People around the world know about Game of Thrones and Lord of the Rings, both franchises being amongst the most popular fantasy stories ever told in any medium. In fact, Amazon is currently in the works on bringing back Lord of the Rings as a TV series set to debut next year, but before that, they also have Wheel of Time.
As with other fantasy shows and franchises, Wheel of Time takes place in a fictional world not unlike Earth, though distinctly different in many ways. Since there isn't an official name for Wheel of Time's world, it's become colloquially known as The World of the Wheel, which marries elements resembling Earth's past and future. There are several nations spread across multiple continents and biomes, some with deserts, mountainous regions, and more. And to properly tell that story on-screen, Amazon's Wheel of Time filming locations needed to be as accurate as possible to Robert Jordan's book series.
Wheel of Time filmed mainly in the Czech Republic, predominantly in and around Prague (including Dolský mlýn), but also had scenes filmed in nearby countries like Croatia (Dubrovnik) and Slovenia. The latter is where much of Wheel of Time's mountain areas were filmed for season 1, particularly in the Bovec area. Given the story of Wheel of Time sees the five potential Dragon Reborn candidates traverse numerous regions, the production won't be able to repurpose the same filming locations for each season, but the aforementioned three countries served as the predominant filming locations for at least this season.
Interestingly, given Amazon's commitment to seeing Wheel of Time's story fully fleshed out, the streaming service has already greenlit a second season - and Wheel of Time season 2 will be filming in a more Mediterranean climate, using Italy for a good deal of filming; however, the Czech Republic still seems to be a major filming location for Wheel of Time that will return in the next season. Perhaps that is where the Aes Sedai's White Tower of Tar Valon is being filmed.
Over the years, viewers became accustomed to hearing about the UK, Spain, and New Zealand as the primary filming locations for fantasy shows, but that's starting to change quite a bit. Central and Eastern European countries have been attracting more and more productions; both The Witcher and the upcoming Halo TV series filmed in Budapest, Hungary, for example. Maybe one day Wheel of Time will film there as well.
New episodes of Wheel of Time release Fridays on Amazon Prime Video.