Grjótagjá is a small lava cave near lake Mývatn in Iceland. It has a thermal spring inside. In early 18th century the outlaw Jón Markússon lived there and used the cave for bathing. Until the 1970s Grjótagjá was a popular bathing site. But during the eruptions of the Kafla volcano from 1975 to 1984 the temperature of the water rose to more than 50 °C (122 °F), though the temperature is slowly decreasing and has fallen below 50 °C again. Grjótagjá was used as a location for filming the fifth episode of the third season of Game of Thrones, called "Kissed by Fire".
The Dimmuborgir, the "Dark Castles" or "Dark Cities", area is composed of various volcanic caves and rock formations, reminiscent of an ancient collapsed citadel (hence the name).