During a pit stop, Arya--now known as Arry--meets an intriguing prisoner in a cage named Jaqen H'ghar. He pleads with her to bring him water, but is polite about it. Unfortunately for H'ghar, his cage companions ignite Arya's temper, so he remains thirsty. Men of the King's Landing City Watch arrive looking for one of the travelers. Yoren confronts them and without reading their royal decree threatens them. Arya hides, believing that the guards are looking for her, but they announce before taking their leave that they are actually looking for Gendry. They also mention that if any of the others bring Gendry forward, that person will earn a reward from King Joffrey.
In King's Landing, Tyrion interrupts Shae as she converses with Lord Varys. As wise as he is stunted in growth, Tyrion understands that he is in Varys' debt if his secret about Shae is to be kept. Tyrion insists that Varys never threaten him again as they both adjourn to a small council meeting. There, Cersei tears to pieces Robb Stark's letter of negotiation. She agrees with Tyrion that they will at least return Eddard Stark's bones to his eldest son.
A second letter--this one from Jeor Mormont--is read by Tyrion, who is the only one of the councilors perturbed by its message: it reveals that the White Walkers have risen, and that the Night's Watch needs more men to fight them. Cersei, however, brushes off the news, admitting that she has full confidence that the Night's Watch can handle whatever lies beyond the Wall on their own.
At Craster's Keep, Sam finds himself pondering over the greediness of the Watch's host. One of Craster's daughters, Gilly, gets scared of Ghost, but Sam graciously lets her know there is nothing to fear. To the dismay of Jon Snow, Sam brings Gilly to him and insists that the Watch has to rescue Gilly because she is pregnant. She begins to express that she's scared of what will happen if her baby is a boy, but Jon cuts her down with an icy remark that he won't risk his life if she won't tell them what they are risking it for.
Across the Narrwow Sea, Daenerys is horrified when Rakharo, one of her Dothraki bloodriders, returns, his head in a basket tied to the horse on which he departed. One of Dany's handmaidens, Irri, bursts into tears, and Dany comforts her as best she can.
The distraught mood of Dany is matched elsewhere by Ros, who, since she saw Megan's baby murdered, cannot seem to stop crying. Petyr Baelish assures Ros that he knew another girl like her that wouldn't stop crying, whom he sold to a vile man. On the note that he hates bad investments, Petyr lets Ros take the night off to mourn, but states that if she wants to continue working there, she must at least wear a facade of happiness.
Tyrion dismisses Lord Janos Slynt--the man who betrayed Eddard Stark and carried out the child murders--as commander of the City Watch. He implies that the commander should be solely interested in keeping the peace, and that murdering babies does not relate to peace-keeping. In his stead, Tyrion appoints Bronn as the new commander.
Two boys discuss turning Gendry over to the Kingsguard, but show cowardice when Arya and Gendry taunt them. Gendry reveals to Arya that "asking him questions is bad luck," admitting that both of the previous two King's Hands died after questioning him about his mother. He then asks why the Kingsguard would be after her--and whether or not it's because she's a girl. Annoyed and a little scared that Gendry discovered her secret, Arya does finally confess her identity. Gendry panics, and apologizes for his behavior around her, but Arya pushes him when he teases her about the fact that she's a Lady.
After arriving at the Iron Islands, Theon quickly picks up a girl to take him home to Pike on her horse. While on horseback, he fills her ears with notions about how he will be Lord of the Iron Islands, and she appears windswept by his words. Upon meeting Balon Greyjoy, Theon's homecoming is less than climactic. His father is displeased by his son's appearance, and when he reads the letter sent by Robb, he burns it. His thought is that he would pay the iron price--not the gold--for any crown he earns. Theon insists he can command his father's fleet, but at that moment, in walks the girl that Theon tried to seduce. Theon realizes that she is in fact his sister, Yara, and Balon tells Theon that she has been on the sea for as many years as he was in Winterfell. Outraged, Theon shouts to them as they leave that they won't stand a chance against the Lannisters, but Balon retorts, "Who said anything about the Lannisters?"
On Dragonstone, Davos recruits a pirate captain named Salladhor Saan to help King Stannis attack King's Landing, but refuses to let his own son teach him how to read. When he tells Stannis the news, the King agrees to let Salladhor assist him, then dismisses Davos and his son. Melisandre tries to assure Stannis that all will be well if he gives all of himself to the Lord of Light; she then disrobes and Stannis understands what must be done. When he tries to thwart Melisandre's advances, she reminds Stannis that his wife has not been able given him a son but she could, so he succumbs.
Beyond the Wall, Jon Snow sneaks out late at night to see what becomes of one of Craster's sons. He sees a strange, monstrous creature pick up the wailing baby from the base of a tree. At that moment, Craster hits Jon on the head with a blunt object.