Where was The Terror filmed? The Terror is set on board two Royal Navy ships - HMS Erebus and HMS Terror - but its filming was split over three locations in Hungary, Croatia and Canada. Production began in April 2017 - ready for a March 2018 release in the US - and saw studio locations in Budapest, Hungary, and in Vancouver, Canada. It was at these two locations that the bulk of the series was shot, including the frozen Arctic scenes, with much of the dramatic polar ice digitally added in post production. Two replica ships were made along with separate sets which saw interior scenes shot on one and the deck footage taken on the other.