The morning after Shireen's death, the camp has thawed and the ice is melting, and Stannis Baratheon dresses for battle. Melisandre credits the thaw to her king's sacrifice, and reiterates that the Lord of Light will ensure his victory. Stannis enters his camp and receives word that nearly half of his army has deserted. Even worse, Selyse Baratheon has hanged herself. Upon hearing the news, Melisandre flees. Stannis solemnly commands his troops to proceed for Winterfell anyway.
Taking advantage of a Bolton household distracted with battle preparations, Sansa escapes from her room using the bung auger she stole on the battlements, and follows the instructions she received from the Stark sympathizer. She climbs the tower and lights a candle, but Brienne of Tarth misses the signal. Informed by Podrick of the approaching flaming heart banners, Brienne had abandoned her post to pursue Stannis.
Before Stannis can ready his diminished forces for the siege, the Bolton army arrives on horseback. The Baratheon troops are gutted. Stannis, injured and exhausted, slumps against a tree, where he is discovered by Brienne. She informs him of the vow she swore to protect Renly. Defeated, Stannis confesses to his brother's murder. "Go and do your duty," he says, and Brienne brings down Oathkeeper.
Sansa is confronted on the Winterfell battlements by Myranda and Theon. Armed with a bow and arrow, Myranda takes great pleasure in reminding Sansa of Ramsay's sadistic plans for her. As Myranda takes aim, Theon snaps and throws her into the courtyard to her death. Realizing the Bolton troops are returning, Theon and Sansa make a run for it. With no other option, they leap off the ramparts.
Meryn Trant tests potential girls at the Braavosi brothel by striking them. The kingsguard settles on the one girl who remains silent during his lashings. Alone with Meryn, the girl looks up to reveal the face of Ghita – the child who died at the House of Black and White. Then she pulls off the face and reveals herself as Arya Stark. Arya repeatedly stabs Meryn. "You know who I am," she says, reminding him how he ended up on her kill list. "You're no one," she tells him and slits his throat.
Arya sneaks Ghita's likeness back to the Hall of Faces, unaware Jaqen H'ghar and the Waif are waiting to confront her. "A girl stole from the Many-Faced God," Jaqen reprimands. He holds up a vial of poison threateningly, as the Waif restrains Arya. Then Jaqen swallows from the vial himself and collapses. Arya falls into hysterics over Jaqen's lifeless body, when the Waif reveals her face to be Jaqen's. Confused, Arya pulls off one face after another from the body on the ground, stopping when she sees her own. "What's happening?" she screams as her vision blurs. She is blind.
Prince Doran Martell, Ellaria Sand and the Sand Snakes bid farewell to Jaime Lannister, Myrcella Baratheon and Trystane Martell as they depart for King's Landing. Prompted by Doran, Ellaria apologizes to Myrcella, and tenderly kisses the girl farewell.
In a private moment aboard the ship, Jaime begins to tell Myrcella the truth about her parentage. She stops him, revealing she already knows. "I'm glad that you're my father," she says. The two share a hug, but blood begins to drip from Myrcella's nose. Jaime watches helplessly as his daughter collapses and dies. On the shore with the Sand Snakes, Ellaria wipes the fatal poison off her lips and swallows the antidote.
Tyrion Lannister, Daario Naharis and Jorah Mormont take stock in Dany's throne room. Grey Worm enters, questioning Jorah's presence. Daario confirms that the Andal saved Dany's life. The group formulates a plan: Daario and Jorah will set out to find their queen; Grey Worm, Missandei and Tyrion will stay and govern. Tyrion stares out across the unfamiliar city when he is joined by Varys, newly arrived. The spymaster pledges to help his old friend.
Dany works to persuade Drogon, now resting and nursing his wounds, to return to Meereen. She tries to climb on his back, but he won't budge. Dany sets out to find food when she hears the ground rumble beneath her. The queen spots a Dothraki rider and drops her ring, before finding herself surrounded by a vast horde.
A sinner comes before you: Cersei of House Lannister.
Septa Unella visits Cersei, who cowers in her dark cell. Broken, Cersei confesses to the High Sparrow, admitting to her affair with Lancel, but denies the charges of incest. The High Sparrow maintains that she must still face a trial to separate truth from falsehood. Cersei begs for mercy, and the High Sparrow permits her to return to her son – after she atones for her sins.
A team of septas roughly scrub Cersei and slice off her long hair. Bleeding, she's brought naked before the crowd on the steps of the Sept of Baelor. The High Sparrow announces Cersei's sins and explains her penance – a walk of shame through the city streets. Cersei descends the stairs with Unella behind her, chanting "shame" and ringing a bell. The masses taunt Cersei, throwing food and feces. By the time she reaches the Red Keep, Cersei is covered in filth; her feet are raw and bloody. Grandmaester Pycelle and Kevan Lannister await her arrival, but only Qyburn moves to greet her. He covers her with a blanket and introduces the newest Kingsguard member, a monstrous man whom the maester explains has taken a vow of silence. The lumbering figure scoops Cersei in his arms and carries her safely inside the castle.
Jon Snow recounts the horrors of Hardhome to Samwell Tarly. The Lord Commander laments that he sacrificed the lives of his brothers and his reputation only to lose thousands of wildlings to the Army of the Dead. As the men reflect on the state of the Watch, Sam makes a request: that he be permitted to study at the Citadel in Oldtown. Gilly and baby Sam will die if they stay at Castle Black. Jon is sorry to see his friend go, but obliges.
Davos Seaworth attempts in vain to persuade Jon Snow to lend men to Stannis' fight. As they argue, Melisandre rides into camp. The two confront her, and their fears are confirmed: Stannis has lost, his army broken. Davos asks about Shireen, but Melisandre doesn’t answer. Davos is heartbroken.
That night Olly runs into Jon's chamber with news that a wildling has seen his Uncle Benjen. Jon rushes out into the courtyard, only to find a sign reading "Traitor." A group of men, including Alliser Thorne, take turns stabbing Jon. Olly delivers the final blow. Jon Snow collapses and dies.
Jon sends Sam, Gilly and her child to Oldtown for Sam to become a maester. Selyse hangs herself and half Stannis' army deserts him. As Stannis prepares for the siege, they are attacked and defeated by the Boltons. Brienne finds Stannis alive and apparently kills him. Sansa manages to escape her room and is caught by Myranda, who is killed by Reek before he and Sansa jump off the castle's wall. Melisandre returns to the Wall and informs Jon and Davos of Stannis' and Shireen's deaths. Cersei finally confesses to her sins and is forced to walk naked to the Red Keep as the people of the city shout at her. She is received by a new member of the Kingsguard: a massive man by the name Ser Robert Strong. Jaime, Myrcella, Bronn and Trystane sail away from Dorne. After Myrcella tells Jaime that she knows she is his daughter, her nose starts bleeding, having been poisoned by Ellaria. Arya infiltrates the brothel Ser Meryn is in and kills him after revealing her identity. Jaqen commits suicide to appease the Many-Faced God, though the waif points out that "Jaqen" never really existed. Because Arya put on a face without being "No One", she goes blind. In Meereen, Varys arrives and starts to rule the city with Tyrion, Grey Worm and Missandei, while Daario and Jorah go on a mission to find Daenerys, who, far away, is found by a large number of Dothraki riders. The season ends with a mutiny at Castle Black, during which the brothers, including Alliser and Olly, each partake in Jon's death.