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The title for this episode "Mhysa" is the Ghiscari (a bastard variety of Valyrian) word for Mother.
The title of this episode, "The Rains of Castamere" is a song that was written about Tywin Lannister after he had a whole noble family, the Reynes of Castamere, slaughtered.
The title of this episode is the name of a popular, bawdy song in Westeros, "The Bear and the Maiden Fair", which tells the story of a bear seducing a fair maiden.
The title of this episode "Kissed by Fire" is a phrase commonly used by Wildlings to describe anyone with red hair. One such person is Ygritte.
The phrase "and now his watch is ended", which is the title of this episode, is actually uttered during the funerals of Night's Watch men.
The title of this episode "Dark Wings, Dark Words" is a reference to how most people feel about ravens (which are traditionally black feathered) which often carry messages with bad news. There are two messages delivered by ravens to Robb Stark in this episode, both of which carry bad news.
The phrase "valar dohaeris", the title for this episode, is High Valyrian meaning "all men must serve". It is the traditional response to the phrase "valar morghulis", which was the title of the previous episode, the season 2 finale. "Valar morghulis" means "all men must die" in High Valyrian and is used as a greeting in certain parts of Essos. Along with Dothraki and Skroth, High Valyrian is one of the fictional languages created for the show by David J. Peterson based on what George R.R. Martin envisioned for his "A Song of Ice and Fire" novels which "Game of Thrones" is an adaptation of.
The burnt remains of Winterfell rise in the opening credits, reflecting the events of the previous episode.
The phrase "valar morghulis", the title for this episode, is High Valyrian meaning "all men must die". It is a traditional greeting in certain parts of Essos. "Valar dohaeris" (which is the title of the next episode, the season 3 premiere), meaning "all men must serve", is the traditional response to it. Along with Dothraki and Skroth, High Valyrian is one of the fictional languages created for the show by David J. Peterson based on what George R.R. Martin envisioned for his "A Song of Ice and Fire" novels which "Game of Thrones" is an adaptation of.
The title of this episode "The Old Gods and the New" refers to the two main religions in Westeros. The Old Gods are worshiped in the North and the Faith of the Seven, also known as the New Gods, elsewhere in Westeros (except for the Iron Islands which has its own religion, the Drowned God). There are occasions where people swear oaths by "the Old Gods and the New" as well.
In the opening credits, Jack Gleeson, who plays Joffrey Baratheon, mistakenly has the Stark direwolf sigil next to his name.
The title of this episode is a direct quote from the books. Arya Stark refers to herself as "The Ghost of Harrenhal" in "A Clash of Kings", Chapter 30.
The title of this episode, "What Is Dead May Never Die", is quoted from the Iron Islander's religious worship of the Drowned God. The Iron Islanders, called Ironborn, often use it as a war cry, or even as a formal greeting.
In the opening credit sequence a new destination visited in this episode, Dragonstone, "rises" from the map. Vaes Dothrak and the Wall also rise although they are not visited in this episode, but there is activity by key characters in their general areas of the world.
The title of this episode, "Fire and Blood", is the Targaryen family motto. Each noble family has its own motto. For example, "Winter Is Coming", the title of episode 1 of season 1, is the Stark family motto.
The title of this episode, "Baelor", refers to The Great Sept of Baelor in King's Landing where Ned's execution took place. The Great Sept of Baelor was named after Baelor I Targaryen, called "Baelor the Blessed", who was the ninth Targaryen king to rule Westeros. He was a septon and had the sept built when he became king after his brother. The statue, whose legs Arya stands by as she sees her father taken to the sept, is of Baelor.
The title of this episode is a direct quote from Cersei Lannister both in the book "A Game of Thrones" and the TV show.
Cersei Lannister: (to Eddard Stark) When you play the game of thrones, you win or you die. There is no middle ground.
The title for this episode, "A Golden Crown", refers to the golden crown that Viserys Targaryen wants and the crown of molten gold that he finally receives, which results in his death.
The title for this episode, "The Wolf and the Lion", refers to the Starks and the Lannisters respectively. A direwolf is the sigil of house Stark and a lion the sigil of house Lannister.
The title of this episode, "Cripples, Bastards, and Broken Things", is a direct quote from Tyrion Lannister in this episode.
Tyrion Lannister: I have a tender spot in my heart for cripples, bastards, and broken things.
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