Text: The portions of the film set in Nuuk, Greenland, were in fact shot in Stykkisholmur, a village on the Snfellsnes peninsula in Iceland, and Hofn, a village in southeast Iceland. Later sequences set in Stykkisholmur were actually filmed in Seyisfjorur. The sequences where Walter Mitty follows Sean to Afghanistan were also filmed in Iceland, at the Skogafoss waterfall and in Vatnajokull National Park.

Question: was the secret life of walter mitty filmed in iceland?
yes