Meereen is the northernmost of the three great city-states of Slaver's Bay, north of Yunkai and Astapor. It is located at the mouth of the Skahazadhan River, which flows from its origins in Lhazar through the mountains separating Meereen and the rest of Slaver's Bay from the Red Waste. The Dothraki sea lies to the north, beyond the river. The wealthiest residents live in pyramids and Meereen boasts for its thriving slave-trade.
Ser Davos Seaworth tries to convince the pirate-lord Salladhor Saan to take a contract for his fleet of thirty ships to supplement the faction of Stannis Baratheon. Davos successfully wins over Salladhor by saying that he could spend the rest of his career making easy but small raids on the ships of "Pentoshi cheese-mongers" and "Meereenese silk merchants", or he could help Stannis take King's Landing, which while more difficult will make Salladhor fabulously wealthy if they succeed. A noblewoman attending Xaro Xhoan Daxos's party tells Daenerys that Qarth's night market is superior to that of Meereen.
In the books
In the A Song of Ice and Fire novels, Meereen is the largest city on Slaver's Bay, bigger than Yunkai and Astapor combined. It is the center and lynchpin of the world's slave trade, and a regular stop on the routes from the Free Cities to the Jade Sea. When the Dothraki raid Lhazar, they sometimes herd their prisoners downriver to be taken as slaves in Meereen. Sandstone mountains separate Lhazar from Meereen's hinterland, but the two are linked by the Khazai Pass, through which the Skahazadhan flows.
The city is built with multi-colored bricks and is surrounded by tall, solid walls with towers at every corner. The north wall runs along the Skahazadhan, whilst the west wall runs along the bay. The city has a large harbor located outside the main walls. Its sewers open directly into the bay. The noble families of Meereen live in large stepped pyramids, with the most powerful, the Great Masters, living on the Great Pyramid. The Great Pyramid rears 800 feet above the rest of the city and is one of the tallest structures in the world (along with the High Tower of Oldtown and the Wall).
The city's priestesses are called Graces, and are based at the Temple of the Graces to the west of the Great Pyramid.
- Meereen at A Wiki of Ice and Fire (MAJOR spoilers from the books)