According to several casting calls they are shooting a wedding scene today (July 5), marking the first day of filming for the season. We have also heard from several sources that they are filming at Oheka Castle on Long Island.
Major spoilers will be placed under cuts. Episode synopses, stills, casting news, and other information are fair game unless they're super spoilery. Unofficial spoilers (leaks and unconfirmed stuff from message boards, etc.) will be marked accordingly. You have been warned!