In the modern highly-loaded gas turbine, due to the large pressure difference between the suction side and the pressure side of the turbine blade, strong cross flow is formed and it strongly affects the aerodynamic and cooling performances in the end-wall region. The film cooling behavior in the environment of strong cross flow is different from the straight channel environment widely studied in the literature. In this research, the effect of cross flow on film cooling is investigated by Large Eddy Simulation (LES) using subgrid-scale (SGS) model. Numerical simulation is carried out in a curved passage to simulate the turbine blade passage. Shaped cooling hole with blowing ratio 1 is studied. The time-averaged friction line results are compared with existing experimental ink trace results. The vortex structures, both time-averaged and instantaneous, are analyzed to study the effect of cross flow on film cooling. At the exit of the cooling hole, the hanging vortices with negative y-vorticity are more flat in shape and closer to the wall in position in contrast to hanging vortex with positive y-vorticity, which is caused by cross flow and results in the asymmetry of hairpin vortices downstream as well as the asymmetry of the distribution of coolant. It has been shown that the vortices from mainstream have a significant impact on the field near the exit of the cooling hole. Those vortices interact with the hairpin vortices from the cooling hole and directly lead to the asymmetry of the hairpin vortices. Proper Orthogonal Decomposition (POD) analysis is further conducted to extract the dominant flow structures and the physical mechanisms of primary POD modes are given to explain the distribution of film cooling effectiveness affected by cross flow. Based on the specific situation in this work, a fast incremental POD (iPOD) approach is adopted since the rank of the field matrix is far less than the rows, which is caused by the tall and thin character of the matrix, which makes the analysis less costly and more effective. This research helps to understand the cooling performance in the real turbine blade passage and to explain the coolant mixing process based on the instantaneous flow field obtained using high precision LES simulation and powerful iPOD.