From A Wiki of Ice and Fire
The fighting pits are huge circular arenas in the slaving cities of Astapor, Yunkai, Meereen. They provide the cities citizens and visitors with entertainment. The ones in Meereen are the largest and most extravagant, with the main pit being Daznak's Pit. Within the pits, beasts are pitted against beasts, gladiators against gladiators and beasts against gladiators all for the entertainment of the onlookers.
The combatants wear no armour in the fighting pits as it is blood the crowds have come to see.
Known Fighting Pits