And Sophie Turner – who plays Sansa Stark – is one of the many who have wrapped.
The actress, 22, even got a tattoo of a direwolf to mark the occasion.
Now the star has opened up on what it was like to be a part of the show.
Sophie confessed she felt like she was grieving after she finished filming the fantasy epic.
She told Digital Spy: “It’s like a divorce or a death in the family, leaving Sansa behind, and leaving people behind.
“I think the divorce from the character is the hardest thing for me, because my adolescence has just been ‘Sophie and Sansa’.
“Sometimes, you get both worlds mixed up.
“So leaving Sansa behind is like leaving a big part of my growing up behind.”
Sophie went on to confess how her role on Game of Thrones helped to shape her life and how she grew up.
“A lot of [my growing up] was influenced by her.
“So it’s really strange not having that crutch to lean on. But I’ll be fine! I’ll be fine! I promise!”
Sophie went on to reveal how the Game of Thrones cast shed very real tears over the end of the show.
She explained: “”It’s been a really strange few months, having everyone wrap in front of us.
“And it really is like each one is kind of dying off… not in the show this time, but in real life.
“It’s saying goodbye to someone and being like, ‘God, will I ever see them again?’”
Earlier today, Kit Harington dropped a similar hint about the emotions that ran at the finale.
The Jon Snow star said on BBC Radio 2 earlier today: “I’ve actually just wrapped on Thursday last week.
“And it’s just been this amazing journey. I kinda said to them on my wrap speech that it’s always been more than a job.
“They were a family and it was my life. I’ve loved every minute of it.
“I’ve been quite emotional all last week thinking about having finished it.”
Game of Thrones season 8 will return to HBO and Sky Atlantic in 2019. Seasons 1-7 are currently streaming on NOW TV.