The 5th season finale of Game of Thrones, Mother’s Mercy, certainly did not have any mercy for its characters. The 10th episode opens with what appears to be good news for Stannis — the snow is melting, allowing him to march to Winterfell. However, as he tours the camp he finds bad news after bad news. First, he hears that half of his men have deserted, taking all the horses with him. Then, Stannis discovers that Selyse has hanged herself, presumably due to the regret from killing their daughter, Shireen. Melisandre attempts to tell Stannis that she has seen the Boltons’ banners burning, ensuring his victory. Stannis rebuffs her and walks away. He then hears that Melisandre has ridden away from the camp. Stannis decides to march on Winterfell anyway.
At the Wall, Jon tells Sam about his experience at Hardhome. Sam asks Jon to send him to Oldtown to become a maester. He says that he will be more use to Jon as a maester and he will also be able to protect Gilly there. Jon allows him to go, although he will no longer have friends on the Wall.
We then shift to Winterfell, seeing the preparations there. Sansa picks the lock to her room and rushes through the yard, holding a candle. Outside the fortress, Podrick sees Stannis’s banners and tells Brienne that Stannis is approaching. Brienne makes the decision to go after Stannis just before Sansa’s candle flickers to life in the broken tower.
The Boltons’ forces approach Stannis’s men and slaughter them. Stannis is still alive while men from the Bolton army are sent to kill the remaining men. He manages to kill two men, although he takes a serious injury. Brienne then comes upon him, and sentences him to death for the murder of Renly. Stannis tells her to do her duty, and she raises her sword.
Ramsay continues to kill survivors. Back in Winterfell, Sansa is caught returning to her chambers by Myranda and Reek/Theon. Sansa asks that they kill her before she loses herself. Myranda scoffs at this and is about to start torturing Sansa when Theon pushes Myranda off the ramparts, killing her. He offers his hand to Sansa, and the two flee Winterfell together, jumping off the walls into the snow below.
In Braavos, Meryn Trant is beating little girls. The third of the little girls will not scream. He tries to break her, only to find that the little girl is Arya in disguise. She gouges out his eyes, then stabs him in the chest. She tells him about her list and asks if he knows who she is before she kills him. Arya then returns to the House of Black and White and replaces the face she used to pretend to be a little girl. Jaquen and the girl approach her and reproach her for using the faces when she should not have. Jaquen kills himself for the death unfairly taken. Arya starts crying over the loss, only to discover that the girl is now Jaquen. She pulls faces from Jaquen’s body, until the last is her own. Arya then suddenly goes blind.
In Dorne, Jaime and Myrcella return to King’s Landing. Ellaria kisses Myrcella goodbye. Jaime, fumbling over the words, tries to tell Myrcella that he is her father. Myrcella says she already knew and is glad, when her nose starts bleeding. Ellaria used a poisonious lipstick to kill the girl.
In Meereen, Daenerys’s men sit in front of her throne, trying to decide what to do. Tyrion reminds both Jorah and Daario that they will never be able to marry Dany. Together, the three decide that Tyrion, Missandei and Grey Worm will remain in the city to lead it in Dany’s absence. Jorah and Daario go to find Dany. Lord Varys arrives as Tyrion watches the pair head off and agrees to be a spy for Tyrion in Meereen.
Dany and Drogon have landed, somewhere far away. Drogon refuses to head back towards Meereen, shaking Dany off when she attempts to ride him. Dany sets off on her own. Suddenly, a huge tribe of Dothraki surround her.
In King’s Landing, Cersei has decided to seek the Mother’s Mercy. She tells the High Sparrow that she slept with Lancel but that the rumors about Jaime are untrue. The High Sparrow tells her that she will have to have a trial, but that she may return to the Red Keep after her retribution. Her retribution is having her head shaven and being forced to walk naked through King’s Landing while the crowds yell abuse at her. Cersei makes it about halfway before beginning to cry. When she arrives in the Red Keep, Qyburn greets her with good news — he has managed to bring the Mountain back to life.
At the Wall, Davos attempts to convince Jon to send the wildlings to help Stannis. Jon is refusing again when Melisandre appears, looking beaten. Davos learns that Stannis and Shireen are lost. Later that night, Olly comes to Jon, saying that one of the wildlings says that they had seen Benjen, his uncle. Alyser Thorne joins them on their way to the wildling. When they arrive, Jon finds a sign that says “Traitor” rather than the expected wildling. The men gathered then stab Jon, each saying “For the Watch” after doing so. Olly is the last to stab Jon. Mother’s Mercy closes on Jon bleeding out in the snow.