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 from 1975 to 1984 the temperature of the water rose to more than 50 °C, though the temperature is slowly decreasing and has fallen below 50 °C again. The nearby lava cave of Stóragjá is being used as an alternative bathing site.
Grjótagjá was used as a location for filming the fifth episode of the third season of Game of Thrones, called "Kissed by Fire".
Wikipedia https://en.wikipedia.org/wiki/Grjótagjá
Address (Unnamed Road), 660, Iceland
Coordinates 65°37'34.742" N -16°52'58.539" E