The episode begins at Winterfell; and 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. Meanwhile beyond the Wall; 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 Quorin.
Meanwhile at Robb's camp; 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. A rider approaches and tells them Jaime escaped. Robb rides back to camp and confronts his mother. She let Jaime him go back to King's Landing in return for Arya and Sansa. 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 boat and float down a river. Meanwhile, Harrenhal Ayra hears a briefing about Stannis approaching King's Landing. Scouts are saying Robb is north. They know Robb sent a spliter force to Winterfell and think he's weakened.
Meanwhile, Tywin announces they'll ride at nightfall. He orders Glegane to hold Harrenhal and track down the Brotherhood without Banners. He tells Arya to stay there. Arya tries to track down Jaquen and hears he's on watch. She can't find him. Beyond the wall Jon and Qhorin are marched through the snow. Quorin 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." Qhorin yells at Jon for the wildling's benefit, calling him a traitor and kicking him down a hill. Meanwhile at King's Landing; Tyrion and Bronn try to plan a defence 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's plan involves pig poop. Meanwhile, Samwell and the other members of the Night's Watch dig snow trenches. Some of them assume Jon and Qhorin are dead. They dig until they hit stone. Sam recognizes it as a marking by the first men. They open it and find a Night's Watch cloak and spear tips made of obsidian. Meanwhile, Harrenhal Arya finally runs into Jaquen.
She's irritated she missed her chance at Tywin, so she names Jaquen. He takes it very seriously and demands she un-name him. She agrees; if he helps her and her friend escape. He resists, she names him again. He relents and tells her to be ready at midnight. Meanwhile at King's Landing; 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 Myrcelle away. She knows he cares about her and promises if Joffrey is hurt, she'll do whatever is done to him to his "whore." Cersei orders her brought in. It's Ros. He doesn't blink and tells her to be brave and that he will free her. "I will hurt you for this. 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," he says.
Meanwhile, 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'd kill for her, and he suspects he'll have to before it's all over. Meanwhile at Robb's camp; 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 and he unloads the long list. 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 Valantian wedding out of town. She and her little brother went to the river to play and she lost track of him. She saw 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 OK. 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. Meanwhile at Harrenhal in midnight; Arya and Gendry and their friend 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.
Meanwhile at sea on Stannis' boat, they're a day away from King's Landing. Stannis remembers nearly starving to death trying to hold Storm's End, but then giving it up when Robert told him to. He tells Davos he wants him to be his Hand when he's on the Iron Throne. Meanwhile at King's Landing; 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. 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 has three dragons, but it will be at least three years before they're fully grown. Meanwhile, Qarth 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 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. Meanwhile, Winterfell 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. 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 farmer's, but agree not to tell the Stark boys. Bran and Rickon are seen, safe and sound in the dark. The episode ends at this point.