Here's a privileged look inside the making of Game of Thrones season four. The Making Game of Thrones blog posted a video about the process of making storyboards for the show — plus some actual storyboards from season four. Including a dragon attack, a battle against wights, and Ghost in action!
First, here's the video, showcasing the work of storyboard artist Will Simpson:
And here are the actual storyboards from three different season four episodes, via Watchers on the Wall:
Season 4, Episode 6: Drogon Threatens a Goatherder's Child
Season 4, Episode 9: Ghost Comes to Jon's Aid:
Season 4, Episode 10: Wights Attack Bran's Party: