Sensing something amiss, Melisandre walks out of her tent and watches as the Baratheon camp catches fire. In the morning, Davos Seaworth and Stannis Baratheon take stock of the damage wreaked by Ramsay Bolton and his 20 men. Short on food, weapons and horses, Davos tells Stannis there's no pressing forward unless there's a thaw, and not enough supplies to get them back to Castle Black. Stannis reiterates that retreat isn't an option, then joins Melisandre and Selyse. He sends for Davos soon after and instructs him to return to Castle Black to restock. Davos protests that as Hand, he shouldn't abandon his king, but Stannis insists Davos will be the most persuasive messenger. Because Stannis insists his family stays with him, Davos says goodbye to Princess Shireen. He presents his tutor with a carved stag and promises to see her again soon.
Jon Snow arrives at Castle Black with Tormund and the other surviving wildlings. After some hesitation, Ser Alliser Thorne instructs the guards to open the gates to the Lord Commander and the refugees. Samwell Tarly tries to console Jon, who is aware of the hostility being directed toward him, even from Olly. The men of the Watch warily eye the wildlings filing past them in the courtyard.
Jaime Lannister meets with Prince Doran Martell, Myrcella and Trystane to explain his presence in Dorne. He arrived in secret, he says, because of the threat against the princess. Doran watches Ellaria, and restating his commitment to peace, offers a toast to King Tommen. Ellaria refuses to join in, pouring her wine on the floor. Doran agrees to let Myrcella return to King's Landing in deference to Tommen's wishes but specifies that Trystane will go with her, keeping their engagement intact. Furthermore, Trystane will take Oberyn's place on the Small Council. Jaime readily agrees to these conditions. Ellaria is furious, but Doran warns her not to overstep. Doran defers to his son for Bronn's punishment and Trystane agrees to mercy, with one condition. When Bronn is ushered into the room, Areo Hotah cracks him across the jaw.
Arya, in the guise of Lanna, peddles shellfish by the waterfront. She prepares poisoned oysters for the Thin Man, but gets distracted when she sees a party from Westeros docking in the harbor. Spotting Meryn Trant in the group, Arya abandons her task and keeps her eye on him throughout the day. In the evening, Arya follows Trant and Lannister guards into a brothel, watching as he rejects a parade of professionals he considers “too old.” Then a Lannister soldier sees Arya and brings her into the room to serve oysters, and Trant stares at her in her Lanna disguise, as if searching for recognition. The Madame returns and ushers Arya away before he does, presenting Meryn with a little servant girl. Meryn approves. He instructs the madame to procure another "fresh one" for the next night before escorting the girl away. Returning to the House of Black and White, Arya lies to Jaqen H'ghar, telling him the Thin Man was not hungry.
Given the choice of swearing her allegiance or dying, Ellaria tearily kneels before Doran as the Sand Snakes watch with dissatisfaction. Ellaria visits Jaime and brings up his love for Cersei, reminding him that such things would not matter in Dorne. "The only thing that stays the same is that we want who we want," she says. She assures him she knows his daughter was not involved in Oberyn's death.
Stannis goes to visit Shireen and finds her absorbed by "The Dance of Dragons," a history of the Targaryen civil war. The girl marvels that thousands had to die, and her father tries to explain that sometimes there are difficult choices to be made. Sensing his distress, Shireen offers to do what she can to help. "I'm the Princess Shireen of House Baratheon," she says, embracing her father. Shireen is escorted through the camp, but she stops short when she sees the stake waiting her. Shireen calls out for her father, who doesn't intervene. When Melisandre ignites the flame, Selyse has a change of heart and tries to stop the proceedings but is held back. Shireen’s cries fill the camp, and only Melisandre’s eyes stay focused on the fire.
Hizdahr zo Loraq belatedly joins Queen Daenerys Targaryen and her entourage at the Great Pit of Daznak. With prompting from Hizdahr, Dany claps her hands to start the competition. Daario Naharis and Hizdahr argue about which fighter will triumph; Daario champions a smaller, wiry man against Hizdahr’s more muscular choice. Hizdahr's man handily decapitates Daario's.
Hizdahr tries to defend the tradition of the fighting pit, but Dany and Tyrion remain skeptical that the violence is necessary. Their conversation stops short when Jorah Mormont enters the fray to fight for Dany's glory. She starts the fight and watches as Jorah battles for his survival against five other warriors, finally emerging victorious. Jorah turns to Dany in search of a reaction and, getting none, tosses his lance into the stands – striking a Son of the Harpy who was about to attack Dany with a dagger. With that, chaos spreads through the arena as the Sons of Harpy fight their way towards Dany and her entourage. Hizdahr tries to help Dany escape and is killed by the very group he was accused of leading. The remaining members of Dany’s entourage make their way into the pit in search of escape, but are surrounded in the ring, clearly outnumbered. As Dany prepares to die, Drogon arrives, scorching the Sons of the Harpy and innocent bystanders. The Sons of the Harpy attack Drogon, hoping to overwhelm him with their numbers. Dany is afraid they might, and pulls some of the spears from his belly, withstanding his fury. She carefully climbs aboard the dragon and commands him to fly. Jorah, Daario and Missandei watch her take flight from below; Tyrion is awestruck by the sight.
In the midst of a snowstorm, Stannis' camp is sabotaged when Ramsay's men light fires to destroy his supplies. Melisandre is convinced that they need to make a good sacrifice to reach Winterfell, so Stannis reluctantly sacrifices his daughter Princess Shireen, burning her alive at the stake, while she desperately cries out for her parents. Jon and the wildlings return to the Wall, where their welcome is fraught with tension. In Dorne, Prince Doran agrees that Jaime can return to King's Landing with Myrcella, but only if Trystane accompanies them and serves on the small council in Oberyn's place. In Meereen, the fighting pits reopen and Daenerys is stunned to see Jorah fight for her forgiveness. Although he is successful, his triumph is interrupted by a fierce attack by the Sons of the Harpy, who quickly surround Dany and her supporters. Just as hope seems lost, Drogon arrives, and Daenerys mounts her dragon and flies away from Meereen, her followers and enemies watching alike in awe.