I'm only halfway through Game of Thrones (the book), and when I was reading last night, I got really caught up in the practicalities of this particular issue. From what I've read, this series takes place in a pre-industrialized world (no guns, electricity, refrigeration, etc.). Then I read this, on page 250 of the chapter Eddard:
Grand Maester Pycelle is talking to Ned "...Wine no longer agrees with my digestion, I fear, but I can offer you a cup of iced milk, sweetened with honey. I find it most refreshing in this heat.”
There was no denying the heat; Ned could feel the silk tunic clinging to his chest. Thick, moist air covered the city like a damp woolen blanket, and the riverside had grown unruly as the poor fled their hot, airless warrens to jostle for sleeping places near the water, where the only breath of wind was to be found.
Ned sipped politely at the iced milk. It was pleasantly cold...
So how is this possible? I was under the impression that it took them days to get from The Trident to King's Landing, and even longer to get from Winterfell to The Trident, so it's not like someone can just bring some ice down to the big city when they need it. And without refrigeration they surely can't keep ice frozen for long if it's sweltering outside.