I too watched series 1 in one sitting all but for a 2 hr nap and toilet break.
Series 2 the same and now waiting for series 3.
Love the whole 'old clans', history, battles for territory and thrones, marrying for power etc. Not exactly old England or any other particular culture but there's hints of all of them there. Then throw in some fantasy for good measure and Wow! what a story; what a series.
Boardwalk Empire also good (prohibition, gangster etc).
An older series, but a must see is The Wire. 5 series and each series deals with a different aspect of crime in Boston, (drugs, schools, the wharves, the media, politics not necessarily in that order.) The show is all about wire tapping, politics, red tape, budget cuts. Brilliant acting and story telling.