Theon Greyjoy welcomes his sister, Yara, to Winterfell. Expecting praise, he becomes defensive when she criticizes his decision to execute the Stark boys for running away. Theon is further shocked when she tells him their father, Lord Balon, wants him home. When he refuses to give up the castle, Yara reminds Theon that Robb Stark will have his head. "Come home with me," she urges her defiant little brother.
Ygritte hands off Jon Snow to the Lord of Bones, known to the men of the Watch as Rattleshirt because of his skeletal armor. With Qhorin Halfhand already his prisoner, Rattleshirt prepares to kill Jon, but Ygritte argues convincingly that Mance Rayder will be interested in Ned Stark's bastard. When Rattleshirt yields, Ygritte tells Jon they are even. Spared his own life, Jon is devastated to learn that the men in Qhorin's group were killed by wildlings. "See that it wasn't for nothing," says Qhorin. As the two march on, Qhorin begins arguing with Jon.
Elsewhere in the Frostfangs, Dolorous Edd, Grenn and Samwell Tarly dig trenches. Edd reasons that since Jon went off with the Halfhand and neither has been seen since, they're both dead, but Sam refuses to believe it. As they dig, Grenn uncovers an ancient cache of dragonglass buried by their Night's Watch forebears.
King Robb Stark, newly returned from the Crag with Lady Talisa Maegyr, explains to her the circumstances of his engagement: He promised to marry a Frey girl to gain access to a bridge that would allow him to march south and hopefully, save his father. Although he was taught by Ned Stark to rule benevolently, Robb is steadfast that the war must continue: Until the Lannisters are dead, his family will never be safe. Their walk is interrupted with news-Ser Jaime Lannister has escaped, with the help of Lady Catelyn Stark. Robb marches into his mother's tent with Lord Rickard Karstark in disbelief, but Catelyn does not deny her actions. Furious, Robb immediately sends more men to get the Kingslayer back.
Brienne of Tarth travels with a shackled Jaime through the back roads to King's Landing. Jaime tries to goad his captor into showing him her sword skills, but she ignores him.
With Stannis Baratheon en route to King's Landing, Ser Kevan Lannister advocates that the royal family withdraw. Lord Tywin refuses to let the family retreat, aware of the message it will send. Ser Kevan tells his brother that the Greyjoys have done them a favor by taking Winterfell-Robb has already sent men to reclaim the castle. Lord Tywin opts to surprise Robb's reduced forces that night and leaves Ser Gregor Clegane in charge of Harrenhal, cautioning Arya to watch his drinking. With no time to spare, Arya searches the grounds unsuccessfully for Jaqen H'ghar. When Jaqen finally appears, she asks him how long it will take him to kill a man. "Death is certain. The time is not," he tells her. Unsatisfied, she names Jaqen H'ghar as her third victim. Shocked, Jaqen demands she unname him, but Arya says in exchange, he must help her and her friends escape Harrenhal. With Hot Pie and Gendry in tow that night, Arya musters up the courage to walk toward the gate and realizes that the men guarding it are already dead.
Tyrion pores over books in search of a strategy to use against Stannis, bickering irritably with Bronn until Varys enters. Although Varys compliments Bronn for the way the Gold Cloaks have reduced the incidents of thievery in the city, Tyrion is unhappy with Bronn's brutal methods. Assessing the maps of the city, Tyrion predicts Stannis will land and head for the weakest nearby gate: Mud Gate. Short of men, the Hand realizes he can only stop the would-be king with the one thing they have in surplus: pig sh*t.
At supper, Cersei attacks Tyrion for trying to put King Joffrey on the battlefield and then surprises him: She has his whore. When Ros is ushered into the room, Tyrion tells her to be brave. Ros does not betray Tyrion but asks him not to forget her. Although relieved it is not Shae in custody, Tyrion promises his sister he will have his revenge. He hurries to Shae to confirm that she is safe but is still unnerved by the danger she is in. "I'm yours. And you are mine," she reminds him.
With no news from Winterfell, Robb tells Roose Bolton to let his bastard know: He wants mercy for any Ironborn who surrenders- with the exception of Theon. Talisa comes to check on Robb, who takes his mind off of things by asking how she came to be a doctor. Talisa recounts how she saw a slave bring her brother back to life after he drowned. Smitten, Robb admits he doesn't want to marry a Frey, and he and Talisa fall into each other's arms.
Sailing for King's Landing, Stannis compliments Davos for embracing his smuggler's past and taking the onion for his sigil despite the mocking of his high-born counterparts. Stannis complains that those high-born men were quick to forget him during the Siege of Storm's End, leaving him with only 500 men to hold the castle and barely any supplies. If it hadn't been for Davos and his ship full of onions, they would surely have starved. Stannis resents his brother Robert and Ned Stark for stealing all the glory during the rebellion; furthermore, Robert rewarded Renly with Storm's End. Insistent that he is now the rightful king, Stannis names Davos his Hand.
With much bravado, Joffrey insists that it's time for them to strike against the Stark forces, but Tyrion and Varys feel that Stannis's arrival is a more pressing concern. Alone, Varys assures Tyrion he has proven a surprisingly capable Hand-better than his more honorable predecessors. He confides that he has had word from Qarth: Daenerys Targaryen lives and she is raising dragons. Already overwhelmed, Tyrion says they will have to take things one game at a time.
In Qarth, Jorah Mormont tells Daenerys that he has secured a ship to take them to Astapor. Dany refuses to leave her dragons behind and insists that if Jorah truly wants to serve, he will take her to the House of the Undying. Although Jorah fears a trap, Dany reminds him that her own magic is quite powerful.
Theon tells Dagmer to cut down the bodies and tries to give Dagmer money to compensate the farmer. Dagmer assures him that the farmer and his wife no longer have any worries. Passing through the courtyard, Maester Luwin spots Osha heading for the crypts. Meeting with her later, Luwin learns the boys are alive, but tells her they must never know what happened to the orphans. Nearby, Bran listens while Rickon and Hodor sleep.
Robb Stark learns that his mother Catelyn has secretly freed Jaime Lannister, now escorted by Brienne of Tarth, in order to ransom her daughters Sansa and Arya; he also enters into a romantic relationship with Talisa. Yara Greyjoy arrives at Winterfell to bring Theon back to Pyke, after his botched attempt to recapture the Stark boys. Tywin Lannister leaves Harrenhal to attack Robb, which leads Arya Stark, Gendry and Hot Pie to attempt an escape with the help of Jaqen H'ghar, who agrees to help in order for Arya to refrain from naming H'ghar himself as the third man to kill. In King's Landing, Cersei Lannister attempts to blackmail Tyrion by abducting the prostitute, Ros, whom Cersei believes to be his secret lover. The capital prepares for assault by Stannis, who, underway to King's Landing, promises to make Davos Seaworth his Hand of the King. Beyond the Wall, the Wildling leader "Rattleshirt" leads the captured Jon Snow and Qhorin Halfhand to his king, Mance Rayder. In Qarth, Jorah Mormont agrees to accompany Daenerys into the House of the Undying to retrieve her dragons. In a secret location, Osha schemes to get Bran and Rickon Stark, who are revealed to be very much alive, to safety.
Robb learns that Catelyn has secretly freed Jaime, now escorted by Brienne, in order to ransom Sansa and Arya; he locks her in her tent and sends men to find them, also entering into a romantic relationship with Talisa. Yara arrives at Winterfell to bring Theon back to Pyke, blaming him for his actions. Tywin leaves Harrenhal to attack Robb, which leads Arya, Gendry and their friend Hot Pie to attempt an escape with the help of H'ghar, who agrees in order for Arya to refrain from naming H'ghar himself as the third man to kill. In King's Landing, Cersei attempts to blackmail Tyrion by abducting the prostitute, Ros, whom the former believes to be his secret lover. On the way to King's Landing, Stannis promises Seaworth to make him his Hand of the King. Beyond the Wall, the Wildling leader "Rattleshirt" leads the captured Snow and Halfhand to his king, Rayder. At the First of the First Men, the brothers of the Night's Watch find a hidden cache of dragonglass. In Qarth, Jorah agrees to accompany Daenerys into the House of the Undying to retrieve her dragons. Brandon and Rickon are revealed to be alive and hiding in Winterfell.
Theon welcomes riders with his sister, Yara, and she immediately mocks him for killing the Stark boys. He says the Northerners would have thought he was weak if he hadn't killed them. She's not there to defend Winterfell, she's there to bring him home. She thinks there will be hell to pay when Robb Stark finds out what Theon has done to the Stark boys. But Theon says he's killed the ravens and is holding the horses so Robb won't find out. Yara asks him nicely to come home with her so he doesn't die there. Ygritte brings her prisoner Jon Snow to her people. They order him killed until she points out he's Ned Stark's bastard son. She thinks Mance will want to decide what to do with him. They've also captured Qhorin Half-hand. Robb talks to Talisa about his promised marriage to Lord Walder Frey's daughter to get a key bridge. He says he's fighting because he believes in justice. Robb tells Talisa how much he loved his father Ned, and she says he was loved by his people. A rider approaches and tells them that Jaime Lannister has escaped. Robb rides back to camp and confronts his mother. She tells him that she let Jaime go back to King's Landing in return for Arya's and Sansa's freedom. Robb tells her that Jaime played her for a fool and weakened their position, and she did it all behind his back. He orders her guarded and orders more men sent after Jaime. Out on the road, Brienne marches Jaime in chains. He tries to goad her into undoing his chains and fighting him. They get in a small boat and float down a river as Brienne paddles. Ayra hears a briefing about Stannis approaching King's Landing. Scouts are saying Robb is North. They know Robb sent a splinter force to Winterfell and think he's weakened. Tywin announces they'll ride at nightfall. He orders the Mountain, Ser Clegane to hold Harrenhal and track down the Brotherhood without Banners. He tells Arya to stay there. Arya tries to track down Jaqen H'ghar and hears he's on watch. She can't find him. Jon and Qhorin are marched through the snow. Qhorin whispers that Jon might be able to get intel from inside about Mance's plans to march on the Wall, if Jon does "what needs to be done." He says one man behind the lines is worth a thousand outside. Qhorin yells at Jon for the wildling's benefit, calling him a traitor and kicking him down a hill. Tyrion and Bronn try to plan a defense of King's Landing, by consulting history books. Varys joins them. Tyrion worries about how well Stannis knows King's Landing, he sees Mud Gate as a place Stannis might attack, since it's near the sea. Tyrion says his defense plan involves pig poop. Samwell, Grenn and Dolorous Edd dig trenches in the snow for latrines. Edd assumes Jon and Qhorin are dead. They dig until they hit stone. Sam recognizes it as a marking by the first men. They turn over the stone and find a hollow space containing a bundle of obsidian daggers and spear-tips wrapped in a Night's Watch cloak. Samwell refers to them as Dragon-Glass. Arya finally runs into Jaquen. She's irritated she missed her chance at Tywin, so she says the man Jaquen must kill is Jaquen. He takes it very seriously and demands she un-name him. She agrees; if he helps her and her friends escape. He resists, she names him again. He relents and tells her to be ready at midnight. Tyrion and Cersei share dinner. Tyrion thinks Joffrey going to war and fighting is a good idea, but Cersei thinks he's taking her children away from her. She tells Tyrion she has his "whore." She says a Lannister always pays her debts, and reminds him about him sending Myrcella away. She knows he cares about her and promises if Joffrey is hurt, she'll do whatever is done to him to his "whore." Tyrion is visibly shaken. Cersei orders the whore brought in. It's Ros. He doesn't blink, and tries to pretend he cares about Ros, and tells her to be brave and that he will free her. Cersei smirks an evil smirk. You can tell she is enjoying this game. "I will hurt you for this," Tyrion says with great gravity. "A day will come when you think you're safe and happy and your joy will turn to ashes in your mouth -- and you'll know the debt is paid." Tyrion leaves and races home to Shae. She's unharmed and waiting for him. He tells her she's beautiful and that they have to be more careful. He kneels at her feet and looks pained as he looks up at her and tells her there are people who want to hurt him. He says he'd kill for her, and he suspects he'll have to before it's all over. He loves her very much and he says she is his, and she says he is hers. Robb tells Roose Bolton to give word at Winterfell that any Iron man who surrenders will be allowed to return home, unharmed. Any except Theon. Talisa drops by. She asks how he is doing and he unloads the long list of his troubles. Then he apologizes, saying that's not the King he wants to be. She confesses she was raised to play the harp and recite poetry. He offers her wine and asks how she went from reciting poetry to sawing off men's feet. She tells a story of when she was 12 and her parents went to a Valyrian wedding out of town. She and her little brother went to the river to play and she lost track of him. She found him floating face down and dragged him from the water. She screamed and shook him, but he was dead. A fishing boat slave pushed her out of the way -- an offense punishable by death -- and started pressing on her brother's chest until he spit up the water and was revived. She decided that day that she didn't want a life of poetry and harps and that she'd never live in a slave city again. She stops and apologizes for going on. He's totally mesmerized. Robb interrupts, saying he doesn't want to marry the Frey girl. "I don't want you to marry the Frey girl, but you needed that bridge. I hope it's a very beautiful bridge," she says. He kisses her and they race to take each other's clothes off. At midnight, Arya, Gendry and Hot Pie wait to escape, but Jaquen didn't offer a lot of direction. They see guards on either side of the gate, but Arya decides to trust he'll keep his word. She walks out in full view. As they get closer to the guards they see they're dead, hanged in place. On Stannis' boat, they're a day away from King's Landing. Stannis remembers nearly starving to death trying to hold Storm's End. He says they ate the horses first, then the cats, then the dogs, then the rats. He talks about Davos smuggling in Onions and helping to break the siege. He tells Davos he wants him to be his Hand when he is on the Iron Throne. Varys tells Joffrey he hasn't heard word from the North for a long time. Joffrey isn't taking the approach of Stannis seriously and says he plans to ride out and greet him with his sword. He makes several boastful threats, which of course Tyrion laughs at. Left alone, Varys and Tyrion talk about the future. Tyrion likes being the King's Hand and would like to keep doing it. Varys has heard that Danerys is alive in Qarth and she has three dragons, but it will be years before they're fully grown. Jorah tells Danerys he has found them a ship leaving tonight, but she won't go without her dragons. She wants to go after them in the House of the Undying, but he worries because it's exactly what the warlock wants. She reminds him of her magic that protected her from the fire and tells him again to take her to the dragons. Theon suggests it's time to take down the burnt bodies. He has gold for the farmer's "troubles" -- presumably the loss of his two sons. He is told the farmer is dead. Maester Luwin is walking through the courtyard and sees Osha sneaking bread. He looks twice at the burnt bodies, trying to decide if they're Bran and Rickon. He follows her down into the cellar. Osha describes the path she took through the land and the river to throw off the hounds. They doubled back to Winterfell because it's the last place anyone would look. They figure the dead boys were the orphans who worked for the farmer, but agree not to tell the Stark boys. We see Bran and Rickon, safe and sound in the dark. Bran hears Osha and Luwin talking about the death of the orphan boys who he tried to protect, and tears well up in his eyes.