I'm very impressed by the quality of visual effects in TV shows these days. While some things are obviously created using CGI, a huge amount of work goes unnoticed--and that's the best compliment you can give the talented digital effects artists. The embedded video is a compilation of effects created by BlueBolt, who worked on the first season of HBO's Game Of Thrones. As you can see, most of that show's landscapes and buildings were created artificially, often used to embellish existing locations. It's all very impressive, I'm sure you'll agree.
Warning: a few shots in this reel can be classed as spoilers, so it's perhaps not wise to watch unless you've seen the entirety of Game Of Thrones season 1.