Here's a 10-second clip of "Game of Thrones" costume designer Michele Clapton revealing where the capes of the Night's Watch come from:
Apparently folks were titillated that Ikea rugs were the source material.
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So too was someone at Ikea, who then had whomever's in charge of producing Ikea's assembly directions create one for the cape:
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Yanks are out of luck; the Skold sheepskin rug pictured above isn't available in the 'States. (The image is from Ikea's Australian website.)