The episode’s opening stops at King’s Landing, Winterfell, The Wall, Braavos, Meereen, and Dorne.
The snows is starting to bury Stannis’ camp. Melisandre stares into the fire. She steps outside and looks around. Fires begin spreading throughout the camp. The next morning, Davos fills Stannis in on the damages. Stannis orders the guards hung. Stannis stares at Melisandre and Selyse, then walks towards them.
Jon marches, with the Wildlings, through the snow and back to the wall. Alliser Thorne stares down at him from the top of The Wall for a long moment, before finally ordering the gates open. Jon talks to the Sam about the mission, which he considers a failure. Throne tells Jon that he has a good heart that will get them all killed.
Stannis summons Davos. He’s Davos back to Castle Black to demand food and men in return for all the men Jon could ever need, once Stannis is on the thrown. Davos begs to at least take Shireen back to the wall with him, but Stannis refuses.
Davos finds Shireen reading about “The Dance of Dragons” in her tent. Davos gives Shireen a carved stag that he made. Davos thanks Shireen for teaching him to be a grownup.
Jaime is brought before Doran, who sits with Ellaria, Trystane and Myrcella. Areo stands guard. Doran questions what business Jaime has in Dorne, why he would dare sneak into the country. Jaime tells them about the locket that was sent as a threat. Myrcella says the locket was stolen from her room. Doran suspects Ellaria. He proposes a toast to Tommen. Ellaria pours her drink out. Doran agrees to sent Myrcella back to King’s Landing, but says her betrothal to Trystane must stand. He also says Trystane will take up Oberyn’s seat on the Small Council. Jaime agrees and Ellaria leaves in anger. Trystane agree to let Bronn free, but on one condition.
In the dungeons, Nymeria and Tyene play a game that involves slapping each other’s hands. When it’s her turn, Tyene slaps Nymeria in the face. Areo comes to take Bronn. Bronn arrives in the room with Doran and the rest of the party. Jaime tells Bronn of the deal for his freedom, and Areo punches Bronn in the face.
Arya walks through the docks as Lana the oyster girl. She walks towards her mark, but is distracted by a boat coming to shore. The boat carries Mace Tyrell and Meryn Trant. Tyrell begins trying to charm Tycho Nestoris, and Arya follows. That night, Trant heads to a brothel with his men. Arya brings her oysters to sell inside. She searches for Trant and finds him examining prostitutes in a back room. He keeps asking for younger and younger girls. One of the knights sees her and brings her in the sell oysters. She shoed away by mistress of the house, who brings Trant a young girl. Arya returns to the House of Black and White. She tells Jhaqen that the thin man was not hungry.
Doran demands Ellaria swear her allegiance. Ellaria bends the knee and kisses Doran’s ring as the Sand Snakes walk. He warns her that he does not believe in third chances.
Jaime is writing a letter. Ellaria finds Jaime there. She relays that Jaime she assume she disapproves of Jaime’s relationship with Cersei, saying Targaryens did the same before it went out of fashion. Ellaria says she knows Myrcella had nothing to do with what happened to Oberyn, and maybe even Jaime didn’t either.
Shireen is playing in her tent. Stannis finds her there and asks what she’s reading. She tells him about the Dance with Dragons, the civil war between the Targaryens. Stannis asks which side of the civil war Shireen woud have chosen. Shireen says neither, that choosing sides is what made everything so awful. Stannis says sometimes you have to choose, that sometimes a man must fulfill his destiny and become who he was meant to be. Shireen tells him it’s alright before he even tells her what is going o happen. She asks if there’s any way she can help. She says she want to help because she’s Princess Shireen, her daughter. Shireen hugs him, and he asks for forgiveness.
Shireen is marched through the snow toward the stake, where Melisandre waits. Shireen demands to see her father, but Melisandre just says it will all be over soon. Shireen screams for Stannis to stop them as they tie her to the stake. Stannis stares silently as Selyse whispers in his ear, and Melisandre begins her chant. Selyse, at the last moment, tries to get Stannis to stop them, but Stannis says there’s no other way. Selyse rushes in herself, but is subdued by guards. Shireen burns screaming as Melisandre watches with a smile.
Dany presides over pit in Meereen as the games are set to begin. Hizdahr arrives late, saying he was just making sure everything was in order. With Dany’s single, reluctant clap, the Great Games begin. Hizdahr and Daario vie for for Dany’s attention in her box. Hizdahr and Tyrion debate the value of killing and cruelty to maintain greatness. Tyrion says his father would have liked Hizdahr.
Jorah appears to take his turn in the pit, silencing all in Dany’s company. He takes part ina six man melee. Jorah is knocked down and preparing for a killing blow. Tyrion tells Dany that she can end this, and Hizdahr says she can’t. A third man kills the one standing over Jorah, leaving on the two to them left. Jorah kills the man, and stands victorious. The crowd boos. Jorah picks up the man’s spear and throws it into the box, killing a Son of the Harpy who was creeping up behind Dany. More Sons appear in the crowd and begin killing those in the crowd. Hizdahr says he knows a way out, but the Sons kill him before he can lead them away. Jorah arrives and takes Dany’s hand. A son tries to kill Missandei, but Tyrion klls the son first. Dany, Jorah, and Daario struggle to find a way out of the pit. Finally, Dany and her company – protected by Unsullied – are surrounded in the center of the arena by Sons of the Harpy.
Just as Dany seems ready to accept her fate, Drgon comes screeching through the air over the arena walls. The Sons scatter, though not all escape Drogon. They regroup and begin throwing spears at Drogon. Dany walks towards Drogon, pulling a spear out of his hide. The Sons continue to attack Drogon, until Dany climbs on his back. She speaks a word and Drogon takes off into the air, with Dany on his back.