Or rather Westeros.
It will soon be gone.
With only a few episodes left, until the Game of Thrones is won (or lost maybe), HBO looks westward, hoping to capture the lightning again.
So we move to Earth in the future.
America to be precise, or rather a simulation of the old west.
The Game of Thrones comparison is not a coincidence. This show is being touted by the network as the next GOT, even the continuity announcer before the UK Sky Atlantic broadcast referred to it as such.
A lot is riding on this.