...but I can't find any strong evidence to support this.
The only country I've found that has banned Game of Thrones is North Korea which makes sense. However, the only specific source I can find is this quote on Quora but I don't know where that user got their information from.
in North Korea as of 2017 game of thrones is banned by regime of Kim Jong because of his control over media
Again this is backed up by that in North Korea "It is prohibited to tune into foreign broadcasts" and "Watching Foreign Movies Is Illegal In North Korea, But Some Do It Anyway" and "Last year North Korea reportedly publicly executed 80 people for watching South Korean television shows."
The only other case of an outright ban I could find was by the Turkish Military as @Rand al'Thor♦ has already suggested.
The Turkish Armed Forces (TSK) reportedly updated its secondary education regulations and added a new article to the chapter titled “the protection of students.” The new article bans the screening of productions like “Game of Thrones” on the grounds of protecting students from “sexual exploitation, pornography, exhibitionism, abuse, harassment and all negative behaviors.”
Four military officers were discharged from the army after they let their students watch “Game of Thrones” at a military school in Istanbul in 2012.
The Hurriyet Daily News
Although most of these are quoted from some people's posts on Quora it seems likely. The list is of countries that don't or didn't officially show the show but it can still be viewed there through other mean.
In Iran, the show (just as all other American Shows) is not officially shown by any network provider. That being said, these shows have a huge fanbase and are viewed by Iranians through torrents and other illegal matters.
There appear to be lots of countries that censor the TV show and so don't have an outright ban in place.
“I estimate that they cut about twenty minutes,” one disgruntled Weibo commentator wrote after the first episode re-aired on Sunday. “The story feels discontinuous… [When they began re-airing it], my first reaction was ‘This can’t be!’ Then my second reaction was, ‘My God, what a mess.’”
South China Morning Post
I live in Saudi and I my cable providers is called “OSN” which is based out of Dubai. It supplies many Middle Eastern countries with a lot of American TV shows and movies including Game of Thrones. I can therefor confirm that it is aired on TV in Saudi, with heavy censorship that is.
I live in Vietnam and it is heavily censored.
The introduction scene of Tyrion, when Ros was working on him was cut. The monologue of Little Finger in Season 1 when he said his famous line "I'm not going to fight them. I'm going to f them" was also cut because of the "praticing" girls.
And there are way more that it is even safe to say Game of Thrones show is butchered when it's broadcasted in my country.
And there will be countless more countries where it is censored considering the content of the show.
The following two examples aren't exactly the show being banned but places because of the show forcing restrictions into place.
Dark Hedges road in Northern Ireland has put a car ban in place to protect the trees after it was used to film a Kingsroad scene.
Cars and tourist buses are to be banned for driving down the iconic Dark Hedges road in Co Antrim from the end of the month.
The Department for Infrastructure has issued an order barring everything except agricultural and emergency vehicles and those needing access to land in the area from driving down the beech-tree lined avenue of the Bregagh Road, near Armoy from October 30.
The cast and crew have been banned from filming on Malta after they apparently left permanent damage to the landscape.
The 30ft rock formation on Gozo is one of the islands’ most well-known landmarks.
During filming, the crew used mesh to cover the area in sand and create a desert setting.
But it’s been claimed they failed to clean up properly, leaving powdered hard stone covering the “fossil-rich” site.
Environmental experts said the area was permanently damaged and that filming caused “total elimination of the ecosystem”.
A show source said: “Malta’s government were not impressed.
“The Azure Window is one of the country’s gems but it was left in such a mess.
“After the experts reported there had been serious damage, it was decided the show was not going to be allowed to return for future filming.”
The Daily Star