Stannis arrives at Winterfell. Tyrion runs Meereen as Daario and Jorah go after Daenerys. Jaime and Myrcella leave Dorne. Jon sends Sam and Gilly to Oldtown. Arya challenges the Many-Faced God. Cersei confesses her sins.
Stannis attacks Winterfell. Sansa and Theon find themselves on a difficult situation. Arya challenges the many face god. Daenerys is surrounded by acquaintances. Jaime and Myrcella leave Dorne. Cersei confesses. Sam goes to oldtown to become the new maester. Jon receives news about his uncle Benjen.
Stannis and his armies march against the Boltons, meanwhile in Winterfell Sansa finds a new ally. Across the narrow sea Daenarys is surrounded by strangers and Arya plans against Meryn Trant. Jamie sauls back to Kings Landing and Cersei meets with the High Sparrow. At Castle Black Jon's authority is challenged.
Daenerys finds herself in open country after her exhausted and wounded dragon has set her down and she is soon surrounded by hordes of Dothraki horsemen. Back in Meereen Jorah and Daario set out to find her, leaving Tyrion as regent, helped by Varys. Stannis's attempt to take Winterfell is disastrous - although it affords Sansa and Theon the chance to escape - and there is severe loss of life, culminating in a meeting with Brienne, still out to avenge the death of Renly. Melissandre escapes to Castle Black, where Jon is facing mutiny and Jaime departs from Dorne with Myrcella, who is aware he is her father, though they too encounter treachery. Arya has her revenge on Trant but in disobeying the Many Faced God by not killing the appointed victim she also ends up being disadvantaged. Cersei is forced to perform a walk of shame by the High Sparrow but is saved from total humiliation by Qyburn.
Stannis awakens to find the winter storm has passed, something Melissandre attributes to the Lord of Light and the sacrifice they made. He also learns that half his army has deserted him and someone close to him has committed suicide. He nonetheless marches on Winterfell but the Boltons are waiting for him. At Castle Black, Sam asks Jon to send him to Oldtown so he can learn to become a maester. Ser Davos pleads Stannis' case but the Watch simply doesn't have the forces to spare. Jon Snow doesn't realize the extent to which some of his men disagree with his actions. In Braavos, Arya visits Ser Meryn Trant and strikes one name off her list. She pays a heavy price however. In Dorne, Jaime, Myrcella and Trystane say their farewells and set sail for home but Ellaria has the last laugh. In Meereen, Ser Jorah and Daario set off to find Daenerys while Tyrion stays behind with Missandei and Grey Worm to govern the city. Daenerys has traveled to a faraway and unfamiliar place. In King's Landing, Cersei decides to confess and pays a heavy penance.
- 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.