As Stark and Tully men are slaughtered outside the Twins, the Hound grabs a Frey banner and rides through the chaos with Arya Stark in his arms. Arya regains consciousness to see a group of Frey knights surrounding a rider: Grey Wind's head sewn onto Robb Stark's corpse.
The next morning, Roose Bolton reminds Walder Frey that the Blackfish escaped. Frey doesn't care; with Edmure Tully as his prisoner, Walder is now Lord of Riverrun. Bolton, now warden of the North, says he will not move to Winterfell - it's still in ruins. Lord Frey asks what happened there and Roose tells him his bastard son Ramsay has been keeping Theon Greyjoy captive.
Tyrion Lannister and his new wife Sansa are strolling the gardens at King's Landing when Tyrion is summoned to a Small Council meeting. King Joffrey is ecstatic to deliver the news of the Starks' deaths - he plans to serve Robb's head to Sansa at his wedding. Tyrion defends his wife by threatening Joffrey. The King throws a tantrum in response and Tywin Lannister sends him to bed.
After the Council departs, Tywin confirms what Tyrion already suspected; he orchestrated the whole thing. Tyrion disapproves of the murders, but Tywin argues that his plan was best for the family. The Lannister name comes first, he reminds Tyrion as he reiterates his order to impregnate Sansa. Tyrion questions whether Tywin ever had to sacrifice anything and his father replies he has: He fought his impulse to kill Tyrion the day he was born. Upon returning to his chamber, Tyrion finds his grieving wife.
Balon Greyjoy receives a scroll demanding that he withdraw his men from the North, while Yara opens the accompanying box containing "Theon's favorite toy." Ramsay Snow promises more boxes will follow unless the Ironborn retreat. Although Balon refuses to surrender for a son who cannot further the family line, Yara resolves to rescue her little brother.
Varys gives Shae a pouch of diamonds to finance a new life in a distant land. He argues that her presence in the capital puts Tyrion at risk. She rejects the bribe and says that if Tyrion wants her gone, he must tell her himself.
Davos Seaworth goes to visit Gendry in his cell. The boy is surprised to learn that Davos is also from Flea Bottom. The lord explains that his title is recent and shows the missing fingertips on his right hand, Stannis' punishment for his smuggling days. Davos says he only accepted the lordship because of his son, who is now dead.
Ramsay Snow dines on pork sausage, taunting Theon who begs to be killed. Believing his prisoner unworthy of a name like "Theon Greyjoy," Ramsay renames him "Reek."
Queen Cersei informs her brother that she won't be marrying Loras Tyrell. She advises Tyrion that giving Sansa a child will make her happier. Cersei's children - even Joffrey - are the reason she's alive.
The Hound and Arya pass by a group of Frey men. When one boasts he helped sew the direwolf head onto Robb's body, Arya jumps off the horse. Innocently asking to warm herself by their fire, she offers Jaqen H'ghar's iron coin in exchange. As the man reaches for the coin, Arya stabs him repeatedly. The Hound kills the other men easily. Arya looks down at the first man she's killed, retrieves the coin and says, "Valar morghulis."
Bran Stark, Hodor, and the Reeds take up camp in the Nightfort. Bran tells a story about a cook in the ancient castle who was turned into a hungry rat after he killed a guest beneath their roof. "That's something the gods can't forgive," Bran explains.
Later that night, Samwell Tarly, Gilly and her baby enter the castle. The Reeds are defensive, but Samwell quickly recognizes the direwolf and identifies Bran as Jon Snow's brother. Sam is surprised to hear that Bran is venturing beyond the Wall, especially after Jojen reveals he knows about the White Walkers. Sam explains how he killed a White Walker and gives the group the dragonglass he pocketed at the Fist. He reluctantly leads the group to the tunnel to cross through the Wall.
Sam and Gilly arrive at Castle Black and meet with Maester Aemon. Seeing the baby, Aemon reminds Sam of his vows but learns that Gilly is one of Craster's wives. Gilly names her child after Sam and is invited to stay. When Sam informs Aemon of the mobilizing White Walkers, Aemon prepares to alert the kingdom of the threat.
At Dragonstone, Davos Seaworth practices his reading with Princess Shireen and finds a warning from Maester Aemon. Stannis Baratheon informs Davos that Robb Stark is dead and Melisandre maintains a bigger sacrifice is now necessary. Davos makes a case for Gendry's life, but Stannis sentences the boy to death.
That night, Davos sneaks down into Gendry's cell and helps him escape by boat. When Stannis learns of Davos' actions, he condemns his Hand. Davos shows his king the scroll from the Night's Watch, and argues that his military expertise will be crucial. Melisandre looks into the flame and confirms the real war is to the north. She persuades Stannis to spare his life.
Stopping for water, Jon Snow realizes that Ygritte has drawn her bow on him. He tells her that although he loves her, he needs to return to home. Ygritte shoots him repeatedly as he rides away. He arrives at Castle Black seriously injured. Sam and Pyp recognize Jon and carry him inside.
Jaime and Brienne enter King's Landing, but with his arm bandaged and without his white cloak, Jaime is indistinguishable. He finds Cersei alone in her chamber.
Daenerys Targaryen greets her audience of newly freed Yunkish slaves. Missandei introduces the khaleesi as their liberator, but Dany addresses the crowd herself; they must take back their own freedom, she says. In response, the crowd chants "Mhysa," Ghiscari for "mother." They lift her into their arms while Drogon circles above.
House Frey receives the Seat of Riverrun, Roose Bolton is appointed the new Warden of the North, resulting in a victory of House Lannister. Arya and the Hound witness Frey soldiers mocking the desecrated remains of Robb Stark. Arya stabs to death one of the men, marking the first time she kills a man, while the Hound kills the others. Yara Greyjoy begins a new military campaign to recapture Theon, who has been penectomized at Dreadfort by Lord Bolton's bastard son Ramsay Snow and begs for death in light of Snow's continued torture. Tywin chastises Tyrion for not having impregnated Sansa, and for placing his own desires over the needs of family. Jaime arrives in the capital with Brienne, and is reunited with Cersei. In the North, after crossing paths with Bran and guiding him beyond the Wall, Sam arrives back at Castle Black, where he and Maester Aemon send out ravens to alert the whole of Westeros about the arrival of the White Walkers. Ygritte catches up to Jon and tearfully shoots him full of arrows. Jon manages to escape and collapses before the gates of Castle Black, where Sam orders him to be cared for. At Dragonstone, Davos allows Gendry to escape and Stannis receives the distress call from the Night's Watch. After word from both Melisandre and Davos he now plans to move north and aid the Watch against the invading darkness. And across the Narrow Sea, the freed slaves of Yunkai receive Daenerys as their "mhysa", meaning "mother" in Ghiscari.
The mastermind of the massacre is revealed to be Tywin, who awards the House Frey the Seat of Riverrun and appoints Bolton as the Warden of the North. Theon's captor is revealed to be Ramsay, Bolton's bastard who let the former's men leave Winterfell in exchange for surrendering him. Against Balon's wishes, Yara decides to rescue Theon. Arya and Sandor kill some Frey soldiers mocking Robb's death. Arriving in the capital with Brienne, Jaime is reunited with Cersei. In the North, Tarly's party encounters Bran's and gives them the Dragonglass weapons before arriving back at Castle Black, where he and Maester Aemon send ravens to alert the Seven Kingdoms to the White Walkers. Being hit several times, Jon still manages to escape from Ygritte and returns to Castle Black. In Dragonstone, Seaworth helps Gendry escape, while Stannis decides to head north and aid the Watch against the White Walker threat, forgiving the former and keeping him. In Essos, the freed slaves of Yunkai receive Daenerys as their "mother".
We open on the continued slaughter of the Stark soldiers and bannermen at Walder Frey's. Arya, now with a gash on her head, looks on distraught as she's held on a horse by the Hound. They survey a bit of the madness before riding off. Robb Stark's body, with Grey Wind's head replacing his is paraded about the Twins as Arya looks on in despair. Arya and The Hound ride off to safety. Meanwhile in King's Landing as Sansa and Tyrion make their way-- with Shae close behind-- people openly titter at them and Tyrion says he's adding them to his "list." Sansa, sweetly, thinks they should get their revenge by sewing sheep poop into their beds like Arya used to do to her. Podrick arrives to tell him that a meeting of the small council has been called. Tyrion joins Varys, Grand Maester Pycelle, Cersei, Tywin and Joffrey in the chambers. The news of Robb and Catelyn Stark's demise has reached them. Tyrion taunts Joffrey in a most dangerous way and Joffrey calls him a monster. Tyrion tells him to be careful of monsters as kings seem to be in the habit of dying. Incensed he threatens to take his tongue. Pycelle tells him he should apologize to Joffrey. Cersei tries to calm Joffrey, who keeps proclaiming he's king. Tywin points out that a man who must declare he's king isn't really one. Tywin says Joffrey will be, once Tywin wins the war for him. Joffrey lashes out at Tywin and says that it's his father who is the real warrior and that Tywin "hid" at Casterley Rock. A chill takes the room. Tywin essentially sends Joffrey to bed without his supper and all depart except Tyrion. Tywin will appoint Roose Bolton as the warden of the north until Tyrion and Sansa's hoped for son will come of age. Tyrion says he understands Tywin's cheating, it's war after all, but to slaughter the Starks at a wedding seems low. Tywin says killing a few here, saves thousands in war. And more importantly that he will do what it takes to protect his family and its power. Tyrion says he will not rape Sansa. Tywin says he needs to put the family first. Tyrion asks when Tywin has ever done anything solely for the family that wasn't in his own interest. He then regales Tyrion with a chilling little tale about how when he was born he wanted to drown him in the sea because of his "deformity." Tyrion returns to his bedchambers and sees a tearful Sansa. She has heard the news. JoJen, Bran, Hodor and the gang are still on the move and find an abandoned structure near the Night Fort to stay in. Bran says there are horrible stories about the place that they are staying. He tells them about a cook in the Night's Watch who hated the King so much that he killed his son and cooked him into a pie. The King liked it so much he had a second slice. The gods, allegedly, turned the cook into a big white rat who could only eat his own young. The gods apparently don't like it when you kill a guest beneath your roof. Women are cleaning the blood off the floor at Frey's house. Roose Bolton notes that the Blackfish got away. Frey isn't worried, he's gloating at killing all the people who laughed at him. Bolton says he will move to Winterfell eventually, after it's fixed up. Roose explains about what happened to Theon. Roose had sent his bastard, Ramsay Snow to Winterfell. It was him that had put Winterfell to the torch after Theon's Iron Born turned on him. We cut to Theon on the rack and the boy taunting him about cutting off his penis and whether he has phantom pains. He eats a big pork sausage. Theon begs Ramsay to kill him. Ramsay says he's no good to him dead. He says he's no longer a lord now and he calls him "stinking meat" and renames him "Reek" since he stinks. He beats him asking "what's your name?" until he answers "Reek." Bran awakes in a panic and calls to Hodor. They hear a noise. A figure appears. It's Samwell and Gilly. Samwell realizes that Bran is Jon's brother, thanks to his direwolf and Hodor. He says Jon saved his life and so Bran is now his brother. They ask him to take them north of the wall and he's confused as to why they'd want to go there. He says he'll take them to Castle Black instead which is where Jon will be and it's the only safe place. Sam tells him he saw the White Walkers. JoJen says no one can stop them. Bran begs him to take them north. A missive arrives at the Greyjoy castle in the Iron Islands. The note from Bolton asks for all of his people to be pulled from the north or they will be flayed alive as they flayed those at Winterfell. It comes with a box... with Theon's penis in it. The note says if they don't pull out of the north more parts of Theon will arrive in boxes. Balon tells his daughter that since Theon disobeyed his orders and since he can't further the Greyjoy line he won't give up the lands he seized to save him. She notes that he is his son and a Greyjoy. He says too bad and he's doing nothing. She says she's going to take the fastest ship in their fleet, take the 50 best killers, and she's going to the Dreadfort and she's going to find her little brother and bring him home. Sam shows them the obsidian dagger that killed the White Walker. Bran gives it to Hodor. Sam says he got lucky with one and there are many more, more than you can count. He implores Bran to come with them to Castle Black. Bran wishes he could. He and the gang set off as Sam and Gilly watch. Davos goes to visit Gendry in his cell. He consoles that he was born in Flea Bottom just like Gendry. He tries to bond with him. Davos wonders why he got with Melisandre. Gendry points out he's never been with a woman. Davos gets it. Gendry asks how Davos became a lord. He explains that he helped Stannis out of a jam and he didn't want to be a lord, but he did it for his son, so he'd have a better life. Of course, now he's dead. Varys chats with Shae down by the water. He says she's been a good influence on Tyrion. Shae is bitter but admits she loves Sansa and would kill for her which makes it harder. Varys gives her a bag of diamonds and tells her to spirit herself away and start a new, good life far from here. She wonders why he wants her to leave. He says that Tyrion could actually lead this country well, make it a better place, and she is a complication. He's not asking her to leave for money but because her presence endangers Tyrion. She throws the diamonds back and says if Tyrion wants her to leave he can tell her himself. Tyrion drinks with Podrick, who is having trouble keeping up. Cersei enters and orders him out. She taunts him about "enjoying married life." She claims she's not going to be railroaded into marrying Loras. She tells him to impregnate Sansa since that will make her happy. He points out that she has children and she doesn't seem very happy. She says she isn't but her children keep her from throwing herself out a window. She reminisces about how she used to spend hours looking at baby Joffrey and that he used to be jolly little fellow. She says no one can take that away from her, not even Joffrey. He asks how long does it go on? She says until they've dealt with their enemies. He points out everytime they deal with one they make two more. She says then it will go on for a long time. The Hound and Arya ride past a group of men, one of whom claims he sawed off Robb's head. Arya comes up behind him and claims she's hungry and wants to keep warm by the fire. They tell her to go away and she says she's got money. She hands them a coin and then stabs the guy to death. The Hound takes care of the rest of them. She nicked the knife from the Hound. He asks if this is the first man she killed. She says, yes, the first. He says next time she's going to do that, tell him first. She picks up the coin and says the magic words, "valar morghulis." Jon Snow is at a pond drinking and cleaning up and Ygritte comes up behind him with her bow and arrow drawn. He says he didn't have a choice and she knew who he was. He says he has to go home and he knows she won't hurt him. She says he knows nothing. He says he knows he loves her and she loves him but he has to go home now. He turns. She shoots him, in the back and the leg. She cries as he rides away. Sam and Gilly arrive back at the Night's Watch and chat with the blind Maester Aemon. She announces she has named the baby Sam. Sam explains that the baby isn't his and she's one of Craster's wives. Sam says he's seen the "night gathering" and that it's coming for all of them. The maester says Gilly and baby Sam will be their guests for the time being. He asks Sam to take a letter. He also tells them to make sure all 44 ravens have been fed because everyone of them is being sent tonight. Davos works on his reading with scrolls as Stannis' daughter pays a visit. He's reading the scrolls since he's Stannis' hand again and he needs to keep them informed. He reads the note from the Night's Watch. Suddenly the bells start ringing. He tells her to stay put and bar the door. He goes to see Stannis, who has heard the news of Robb Stark's death. Melisandre says her faith has been rewarded. Davos tells Stannis that uniting the seven kingdoms with blood and magic is wrong and evil. Stannis ignores him and notes that dragons are magic and that's how the Targaryen's won what they did and Stannis will punish them with any arms at his disposal. Davos says they don't need to burn Gendry if one drop of his blood killed Robb Stark. Melisandre says they are no closer to the throne and a great gift requires great sacrifice. Davos tries to humanize him by telling them Gendry's story and again noting that he is his nephew. Stannis says the boy must die. Davos goes to Gendry and helps him make a jailbreak in a rowboat and tells him to aim for a certain star and to keep the coast on the left side until he reaches King's Landing-- and to not drink seawater. Davos warns him not to fall out, since he can't swim. Gendry asks him why he's doing this and Davos says because it's right and he's a slow learner. Jon Snow arrives back at the Night's Watch, falling of his horse from the arrows. He's still alive. Jaime Lannister and Brienne arrive at King's Landing. He is not recognized by the peasents and thus pitied by her. He surprises Cersei in the castle as she looks through memorabilia. She is relieved when she sees him but is not approaching him as he looks shamefully at his stump. He tries to get in with her but she says he's to late. Davos confesses to letting Gendry escape. Melisandre says saving one innocent has doomed tens of thousands. He says there must be another way. Stannis can't see another way and sentences Davos to death. Davos says he's going to need him and show's him the note from the Night's Watch about the White Walkers. Melisandre reads the note and then burns it. She says this war of five of kings means nothing and the true war lies to the north and death marches towards them. Davos says Stannis will need him to raise an army. Melisandre actually agrees with him and saves him saying he has a part to play. Stannis mocks him and says Davos is part of the fire god's army now. Dany and the Unsullied, Ser Jorah and the gang wait for the slaves of Yunkai to emerge and join them. They do. Dany addresses them and tells them that they do not owe their freedom to her and if they want it they must take it or themselves. They choose it and call out to her calling her "Mhysa" which is Ghiscari for "mother." She instructs her dragons to fly. She wades out into the crowd chanting "mother." They gently touch her and then lift her up. She smiles at them as her dragons fly overhead.