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.
Selyse hangs herself and half of Stannis' forces desert him while Melisandre flees to Castle Black; Stannis is defeated by the Boltons and consequently killed by Brienne. Sansa attempts to escape, but is confronted by Myranda, whom Theon kills; and the duo escape Winterfell together. Cersei confesses her former relationship with Lancel and is forced to face atonement by walking the streets fully naked. Upon reaching the Red Keep, Qyburn introduces a new member of the Kingsguard with complete loyalty. Jaime, Myrcella, Bronn and Trystane sail from Dorne. She dies of poison by Sand in the ship. Arya infiltrates a brothel and kills Trant. She is blinded for violating the terms of the Faceless Men. Varys arrives in Meereen to rule the city with Tyrion, Grey Worm and Missandei, while Naharis and Mormont leave to search for Daenerys, who, far away, is found by a large group of the Dothraki. Tarly, Gilly and her child leave for Oldtown for the former to become a Maester. Snow is stabbed several times by mutineers, including Thorne and Olly.
The snow is melting. Melisandre tells Stannis the Lord of Light has made good on his promise and the path to Winterfell is clear. Stannis gives her the cold shoulder. One of his men tells him that half his men deserted during the night, with all the horses. Melisandre is surprised by this. Another soldier brings Stannis to a tree where his wife has hanged herself, clearly not having been able to take the guilt of Shireen. Stannis says to cut her down. Another soldier tells him that Meisandre has just deserted him. He orders the men to press on to Winterfell. At Castle Black, Jon tells Sam about what happened at Hardhome. He says there's no way to get the dragonglass back, and despite killing a white walker, there isn't enough Valyrian steel left in the kingdoms to beat them. They joke about how hated they are among the Nights Watch. Sam then asks to take Gilly and her child to Oldtown, where Sam can become a maester. He says at the Citadel, he can learn things that will help defeat the white walkers. He also says if he stays, Gilly and her baby will die, and he'd die trying to protect them. Jon finds out he slept with Gilly, and Jon says he's glad the end of the world is working out for someone. Sam promises he'll come back. Sam, Gilly and the baby get in a carriage. Jon and Sam wave goodbye before they leave. Stannis and his men arrive at Winterfell, looking exhausted. Sansa uses the corkscrew to unlock her door. She heads for the tower to light the candle. Podrick sees Stannis's army and tells Brienne. She hesitates, and leaves her post, just before Sansa lights the candle. Stannis begins preparing for the siege, but his man tells him that there won't be a siege. Thousands of Bolton troops, on horses charge on Stannis' army. Stannis can see that he is defeated. He draws his sword anyway and charges into battle. Many of his men run away. Sansa watches as the Boltons engulf Stannis's army. Cut to Stannis, wounded, trudging through the forest clearly having lost the battle. Two Bolton soldiers find him. He kills them both, but is gravely wounded in the leg. He leans next to a tree and groans. Brienne finds him. She tells him who she is and that she was Renly's kingsguard. Stannis admits he killed Renly with blood magic. She draws Oathkeeper and sentences him to death. "Do you have any last words?" Showing no fear, Stannis replies, "Go on, do your duty." Brienne swings her sword. Cut to Ramsay killing the last of Stannis' men. He says they're done and his wife must be lonely. Sansa leaves the tower, and is confronted by Myranda and Theon. Myranda points a bow at her and wants her to go back to her room. Sansa would rather die. Myranda says she can't kill her, as Ramsay needs her for an heir. But that doesn't mean she can't wound her. Before she shoots, Theon throws her of the wall, killing her. He sees the Bolton's are returning. He brings her to the top of the castle wall. They see that there is snow on the ground. They jump. In Braavos, Meryn Trant is in the Brothel. He is not only a pedophile, but gets off on beating the girls. One of them, doesn't scream no matter how hard he hits her. He tells the others to leave. The girl is revealed to be Arya, wearing a face. Before Trant can react, Arya plunges a kinfe in his eyes. She brutally stabs him, in many areas, while telling him how he killed Syrio Forel. She says she's Arya Stark and he is nothing, before slitting his throat. In the House of Back and White she puts the face of the girl back on the wall. Jaqen says she took the wrong life, and The Waif says she isn't ready and restrains her. Jaqen takes out poison and says a debt is owed to the many-faced god and only death can pay for life. He drinks the poison himself. Arya cries over his body, saying he was her friend. The Waif, now wearing Jaqen's face says he was no one at all. Just as Arya should've been, before taking from the hall of faces. She takes off face after face from the body, until finding her own. Jaqen tells her that to "someone" faces are as good as poison. Arya screams "Whats happening?" as she goes blind. In Dorne, Jaime and Bronn are ready to depart with Myrcella and Trystane. Ellaria apologizes to Myrcella and kisses her on the lips. Bronn and Tynene flirt. On the boat, Jaime gives the necklace back to Myrcella. He tells her he's glad she's happy with Trystane and she's lucky the arranged marriage worked out so well. She wonders if Cersei will like him and they laugh, knowing she probably won't. Jaime says you don't choose who you love and slowly begins to tell her about him and Cersei, but she says she already knows. He is shocked, but she says she's glad that Jaime is her father. They hug, until her nose begins to bleed and she collapses and dies. Ellaria poisoned her when she kissed her. Ellaria and the Sand Snakes are on the docs, watching. She wipes off the remaining lipstick and takes the antidote. They walk away knowing they were successful. In Mereen, Tyrion, Jorah, and Daario are in the throne room. Tyrion tells them that neither are fit to marry Daenerys. Grey Worm and Missandei enter. Grey Worm tells Jorah he shouldn't be there. Daario notes that he did save Dany's life. They plan to go after her. Jorah and Tyrion argue about who should go. Daario settles it, saying that Tyrion wouldn't help them find her and should stay as he has the most experience in governing a city. He says the people will listen to Grey Worm and Missandei. Tyrion watches as Jorah and Daario take off in search for Daenerys. Varys enters. Tyrion sees no point is asking how he found him. Varys tells him information is the key in governing a city. Varys could help him in this regard. He believes Tyrion is up to the task of governing Meereen. Tyrion says he missed him, and Varys replies, "Oh, I know." Dany is in a field somewhere, with Drogon. Dany says she needs to go home, but Drogon is tired and wounded and just wants to rest. Dany tries to get on his back. Drogon shrugs her off. She goes off alone in search of food when a Dothraki bloodrider finds her. More come. She drops a ring as means of a breadcrumb, as thousands of Dothraki surround her. Cersei is in her cell. The septa comes and she finally agrees to confess. She tells the High Sparrow that she slept with her cousin Lancel, but not Jaime. He notes that lying before the gods is a great crime. She denies that her children are Jaime's. He tells her that there will be a trial. He will let her return to the Red Keep after her atonement. She is stripped naked and roughly scrubbed clean. They then brutally cut her hair. Outside, the High Sparrow addresses the people and says Cersei's atonement is to to walk naked through the streets of Kings Landing. Cersei begins the walk, while the septa rings a bell and repeatedly yells "SHAME!" The peasants curse her, flash her, throw things at her. Cersei tries to remain strong through the walk, but by the end she breaks down in tears. Feet bloody, covered in spit, dung, and god knows what else, Cersei finally makes it into the Red Keep. Qyburn quickly covers her with a robe. He introduces her to the newest member of the kingsguard. A giant of a man, who used to be the Mountain. Qyburn says he swore a vow of silence, until all of Cersei's enemies are dead and evil has been driven from the realm. Cersei looks vengeful. Back at Castle Black, Davos tries to convince Jon to have the wildlings join Stannis's army. Jon refuses saying it isn't their fight. The gate opens and Melisandre rides through, looking beaten and depressed. Jon asks about Stannis and she doesn't answer. Davos asks about Shireen and she looks at him sadly. Davos is heartbroken. At night, Jon is looking at some papers in his office, when Olly enters. He says one of the wildlings he brought back knows where his uncle Benjen is. Jon scurries out of the room. Jon asks Alliser where the man is. Alliser leads him to where a bunch of the Nights Watch are gathered and at the center is a cross with the word "traitor" written on it. Jon turns and Alliser stabs him in the gut. "For the watch", he says. Many of his other Nights Watch "brothers" also stab him. Jon falls to his knees, struggling to stay conscious. He looks up and sees Olly, in tears holding a dagger. Jon says "Olly..." Olly stabs Jon in the heart and says "For the watch." The nights watch leave, as Jon bleeds out in the snow.