Cersei and Tommen. Lancel tells them that all is lost. When the Gold Cloaks saw the king leaving, they gave up. Cersei wants to know where her son is. Lancel tries to tell her he wants to bring Joffrey back to the battle. So she punches him in his arrow-wounded shoulder and he falls in agony. Awesome. Cersei leaves with Tommen. Sansa takes command and tells all the highborn ladies that they're in the safest place and that Joffrey's not hurt. "He's fighting bravely," she claims. She elaborates about how his men are rallying behind him. Then she leads them in a hymn. As soon as the hymn catches on, Shae grabs Sansa from behind and tells her to get the hell out of there. She should run to her chamber and bar her door. Well since Cersei just left, I have to say that leaving sounds like the right thing to do. Cersei may be the devil, but she's got a good grasp of tactics. Shae thinks Stannis won't hurt Sansa (possibly true!) while Ser Ilyn (glower, glower) definitely will. Shae won't go with her because she needs to say goodbye to someone. And she's got a dagger in her sock, so she won't get raped. Sansa runs out. Shae glares at Ser Ilyn, who glowers at her. It's possible he's only got the one expression. Maybe he's trying to smile and is always disappointed when people think he's mad at them.
Sansa goes to her chamber and bars the door. There are screams outside. Sansa picks up a doll and starts to have a touching breakdown. But then! It turns out the Hound is in her chamber! Man, how do you not notice that guy? I know she's distracted, but come on! He says he's going to go someplace that isn't burning. .And the king? "He can die just fine on his own." The Hound drinks some wine and I imagine Sansa's getting tired of talking to people who drink all the time. He offers to take her to Winterfell. "I'll keep you safe. Do you want to go home?" She actually declines. She thinks she'll be safe. Stannis won't hurt her. The Hound tells her that Stannis is a killer, as are the Lannisters -- her late father, and her brother. Her sons will be killers. "The world is built by killers. So you'd better get used to looking at them." She tells him he won't hurt her. She looks him in the eye and says that. "No, little bird, I won't hurt you," he says. Then he turns around, unbars the door and leaves. She lets the doll she's holding enter the shot in a very artistic visual moment. I guess the message is that she's leaving childhood behind? Or something? She's still holding the doll, though, so I don't think that's it.