They're kind of interested in who he is, but mostly because they can't decide who would be most interested in paying a ransom for him. They mention Benjen Stark and Mance Rayder as possibilities. Before they can form any real concrete plans, Robb shows up and tells them that if they let Bran go, he'll let them live. The thug with an axe runs directly at Robb and gets killed immediately. Okay, good safety note: don't run directly at Robb when he has a sword out. Robb gets hold of the woman, but the other thug has a knife to Bran's throat. He makes Robb drop his sword. Then there's a WHOOSH and that thug has been transfixed by an arrow through his chest. Thanks, Theon! Bran claims to be all right, although that left wound he can't feel looks pretty nasty. Robb is angry at Theon for shooting that thug, because what if he's hit Bran? Theon dismisses that possibility and says that if he hadn't done something, the thug would have cut Bran's throat and killed Robb. He's probably right, too. The lady-thug begs for her life and promises to be a good and faithful servant if Robb won't kill her. He accepts!
Yikes! Tyrion rolls over in his sleep, but he's still in that cell that opens up into the cliff face, so his arm is dangling down over oblivion. He wakes up with a start and goes in as far from the ledge as he can get. It's not that far. He pounds on the door and shouts for his guard. It's the same guard as before, still ostentatiously stereotypical in his prison-guard-ness. You know the sort. Fat. Bald. Might have a pet Rancor. Tyrion asks the guard how he'd like to be rich, but the guard points out that Tyrion doesn't appear to have any gold in his pockets. Tyrion downshifts a bit and says that he doesn't have the money on him. The guard has not yet achieved Object Permanence and tells him to fuck off. Nice try, Tyrion.
Syrio tosses a sword to Arya, who catches it. See? She's clearly improved since her first lesson. Now as long as she only fights people who initiate combat by tossing swords to their enemies, she'll do just fine. She's a little whiny and doesn't want to practice today, because Jory is dead and her father is hurt. Syrio thinks that this makes it the perfect time to practice, because that's how personal trainers think. They're not big on excuses. His theory is that most swordfights take place when you're having some kind of personal issue going on. You're rarely going to be in a calm, centered place when some burly galoot is trying to kill you with a sword. And given that, it makes sense to get in some fencing practice while your life is collapsing around you. I guess. So they spar for a bit. Syrio's fighting style involves a lot of whirling around. Arya admits that she prays, and Syrio answers, "There is only one god and his name is death And there is only one thing we say to death. Not today." Very inspirational. They continue to fight.