At the beginning of the episode, Robb and his posse arrive at The Twins so Edmure Tully can marry Roslin Frey. But let's run through the other plots before we check in on them, okay?
Now that Daario's on her war council, Daenerys has a plan for attacking Yunkai: Daario, Jorah and Grey Worm will sneak in the back gate and kill everyone. Simple, right? Actually, it is! They take care of the first thirty or so guards, and then it turns out that the opposing army is mostly composed of slaves who have the sense to surrender immediately. So that's it for Yunkai, then.
Sam and Gilly make their way all the way to the Wall, and now they need to figure out a way to get past it. Gilly is very impressed with Sam's plan to sneak through an abandoned castle, because this is the first time she's met anyone who's read a book.
Bran and crew are on their way north to the Wall when they have to take shelter from the rain in a convenient tower. And they're still there when Tormund's army (including Jon Snow) get there! You'd think this would be a great time for Bran and Rickon to be reunited with Jon, but they're a little worried about being killed by Wildlings. So when Hodor is afraid of the thunder and starts shouting "Hodor," Bran has to step up his superpower game: he possesses Hodor and shuts him up! Then, when Jon's in a tight spot because he doesn't want to kill someone to prove he's not a crow, Bran possesses his wolf Summer and starts ripping out throats. Orell gets killed, but I think he manages to put his consciousness into his eagle. And Jon rides away while Ygritte glares at him. Back up in the tower, Jojen explains that Bran is a warg, which normally just means he can take over an animal. Possessing Hodor is much more impressive. And now that Bran is determined to go north of the Wall to find his three-eyed crow, he tells Osha to take Rickon off to the Umbers, where he'll be safe. And they leave immediately!
Sandor steals a cart full of salt pork, although Arya keeps him from killing the owner. Then he rides her all the way up to the front door of The Twins, just in time for the wedding of Edmure Tully to Roslin Frey.
Okay, so this wedding. It goes pretty well at first. Roslin is much more attractive than Edmure had been imagining. There's a "bedding ceremony," which turns out to mean that the bride and groom are carried to their bed, stripped, and then consummate the marriage while everybody watches. There's some hooting and hollering, too.
And after the happy couple is out of the room, Talisa gets stabbed in the pregnant stomach over and over. Then the Starks just get massacred. Robb and Catelyn both get shot by crossbows kind of a lot. Catelyn manages to grab Frey's wife and threatens to cut her throat if Robb isn't allowed to leave. But Walder Frey isn't a sentimental man, so everybody dies. Robb gets his throat cut, then Catelyn kills Lady Frey and just stands there until a Frey soldier slits her own throat. Arya is hiding behind some barrels in the courtyard when she sees Stark soldiers get ambushed. She tries to save Robb's wolf, but it gets killed in front of her. Then Sandor clonks her on the head and carries her away, which is the only reason she stays alive.
There's a change in the opening credits! We start with King's Landing as usual, but then Dragonstone and The Twins show up before Winterfell and The Wall. We close, as has become the custom in recent weeks, with Yunkai. I'm not sure Winterfell really deserves to be in the credits at this point. No one's even been there in this entire season. It's probably full of squatters at this point.
We open with a close-up on one of those maps that the generals have been using as a war table. Specifically, Casterly Rock. Ooh, the pieces are carved to represent their specific armies! So there are wolf heads and lions and even a little Flayed Man for the Boltons. Robb describes his plan to Catelyn: he thinks if he takes Casterly Rock, which is Tywin Lannister's home, everyone will see that Tywin isn't invincible. And then, I guess everyone in the kingdom will switch their allegiance to him. He wants Catelyn's advice, so he can follow it. Unlike he did when she recommended against sending Theon to Balon to ask for help, and remember how that turned out. (It turned out with Winterfell being burned down and Bran and Rickon being lost.) He says he has enough men to take Casterly Rock, "if Walder Frey cooperates." But Catelyn says that timely reinforcements from King's Landing would trap them between an army and the sea. But after considering the options, she says, "Show them how it feels to lose what they love." So the Casterly Rock plan is on, then. Whoever's guarding it will probably be surprised to be dragged into action, since I imagine they've been pretty happy not to be involved in the war so far.
Robb snacks on some bread. They're in Walder Frey's throne room already. Looks like we're moving this plot right along! Walder says that his honored guests are welcome in his halls and at his table. Upon closer inspection, I can report that they're eating bread dipped in salt. Robb begs Walder forgiveness, but Walder says he should apologize to his girls instead. The young ladies come out and stand in two lines. Walder says, "One of them was supposed to be queen. Now none of them are." He introduces them all, and I have decided not write down all the names. Most of them sound a lot like "Walder." Walder forgets one name, guessing "Waldina," and she has to correct him. Her name is "Mary," although the closed-captioning spells it "Merry." My ears are not sufficiently acute to tell the difference. Robb apologizes to all the women (and girls), saying that he loved another and hopes that the Freys and Starks can be friends. Walder claps sarcastically. If you're wondering how to clap sarcastically, the key is to do it very slowly and also wear gloves to muffle the sound a little. And make sure no one joins in.