The Iron Islands
Theon and Yara's uncle, Euron Greyjoy, returns to Pyke after years away at sea. He murders his brother, Balon, kicking off the Ironborn custom of a Kingsmoot in which those who wish to rule the Iron Islands must present their case and be "elected" by a majority. Soon after, Theon returns and swears to support Yara in her claim to the Salt Throne.
The Kingsmoot commences and, though Yara has a large following, her uncle Euron wins the crown. Yara and Theon, fearing for their lives, flee with those who remain loyal to Yara and a good majority of the Iron Fleet's ships. They sail east to Essos, where they intend to seek an alliance with Meereen's queen, Daenerys Targaryen.
The Faith Militant continue to wield great influence in King's Landing and Margaery and Loras Tyrell remain their prisoners. While Kevan Lannister and Olenna Tyrell have no patience for Cersei and her scheming, they agree to work together to come up a plan to defeat the Sparrows. Jaime and the Tyrell army are sent to free Margaery and Loras by force -- only to be stopped by Tommen, who along with Margaery has formed a new alliance between the Crown and the Faith.
Empowered like never before, the Faith Militant move ahead with their trial of both Loras and Cersei while Jaime is sent away to help the Frey army retake Riverrun. For her trial, Cersei intends the reanimated Mountain to stand as her champion, but Tommen (at the High Sparrow's insistence) does away with trial by combat, calling it barbaric. Meanwhile, Margaery meets with her grandmother, Lady Olenna, and urges her to leave King's Landing while secretly affirming to her that, despite her apparent conversion, she remains loyal only to House Tyrell.
On the day of trial, practically everyone is gathered in the Great Sept -- the High Sparrow, Kevan and Lancel Lannister, Margaery, Loras and Mace Tyrell, and most of the nobles and Sparrows in the city. All are present except for Tommen and Cersei, which strikes Margaery as suspicious. She pleads with the High Sparrow to let everyone leave, but he remains firm that the trial will continue.
It's at that moment the Great Sept explodes in a massive green fireball, killing all inside. Cersei looks on from her balcony in the Red Keep, sipping her wine and look quite pleased. She and Qyburn had orchestrated the whole thing, knowing that the Mad King had casks of wildfire hidden all throughout the city and all they needed was to light them. Cersei had also ordered The Mountain to stand guard at Tommen's door, preventing him from leaving for the trial. But upon witnessing what his mother has done, Tommen jumps from the window, killing himself.
With her enemies destroyed, Cersei takes the Iron Throne and is crowned Queen of the Seven Kingdoms. Jaime returns just in time for the coronation and is appalled to see what his sister has become. With each of her children dead (just as the witch, Maggy the Frog, predicted all those years ago), Cersei has nothing left to lose and is now more dangerous than ever.
Still in training with the Faceless Men at the House of Black and White, Arya is blind. Living as a beggar on the streets, she endures daily visits from The Waif, who comes to test Ayra's abilities. After proving that she's ready to become "no one", Arya's sight is returned to her. She's then given her first assignment -- kill an actress currently performing with a local troupe.
Arya takes in the troupe's daily performances where they reenact the recent events of Westeros (Ned's beheading, Joffrey's poisoning, etc.), observing her target: the actress in the role of Cersei. As she gets closer to the woman, Arya discovers that she is unable to kill without just cause. Failing in her mission, Ayra tries to book passage home only to be attacked by The Waif who has been ordered to kill her.
The Waif stabs Arya several times in the abdomen, but she manages to escape by falling into the canal below. On the run, Arya seeks help from the actress, who patches up her wounds and offers her a place to rest. The Waif, however, hunts her down and kills the actress. Arya then leads her on a chase through the city, finishing in the catacombs where Arya kills The Waif. She returns to the House of Black and White and presents Jaqen H'ghar with The Waif's face, declaring that she isn't "no one" but Arya Stark of Winterfell and she is going home.
It is revealed that Sandor "The Hound" Clegane did not die from his injuries received during his duel with Brienne, and instead was rescued by a kind Septon who nursed him back to health. In return, Sandor now lives a simple life among the Septon's flock, putting his immense strength to better use chopping wood. However, that peaceful existence is destroyed when outlaws attack and kill the Septon and his followers. Sandor hunts down the men responsible and kills them, only to then come across Ser Beric Dondarrion and Thoros of Myr from the Brotherhood Without Banners. They ask Sandor to join their cause and travel with them north of The Wall, where the real war is only just beginning.
Jaime arrives at Riverrun, currently under siege by the Freys after having been recapture by Brynden "The Blackfish" Tully. Jaime attempts to parley with The Blackfish, but is unsuccessful. Brienne of Tarth also arrives at Riverrun, having been sent by Sansa to ask for aide. She also tries to convince The Blackfish to surrender and accompany her north to help his grandniece, but he again refuses. Jaime and Brienne meet briefly, but it quickly becomes clear their loyalties are to different causes and they part ways.
With few options left, Jaime threatens to kill Edmure Tully's son, which is enough to convince him to enter the castle and take command from his uncle. Edmure orders the surrender of the castle and The Blackfish is slain fighting Lannister soldiers.
Jaime later joins Walder Frey at the Twins for a celebration dinner before returning to King's Landing. As the festivities wind down, Walder is presented with a pie by a serving girl. She peels off her disguise and reveals herself to be Arya Stark and she's baked Walder's sons into the very pie he's eating. She then slits Walder's throat, killing him.