In certain TV shows, fans knew to expect something special whenever a certain episode would hit each season. Fans of Fox's Fringe knew they were in for a treat every time the 19th episode rolls around, and, in HBO's Game of Thrones, fans have come to expect shocking twists in the ninth episode. Every year, the ninth episode featured shocking events and the deaths of major characters, with Ned Stark (Sean Bean) being beheaded in Season 1, the Blackwater Bay siege in Season 2, the Red Wedding in Season 3 and the incredible battle in Season 4. This tradition doesn't change with the arrival of tonight's episode "The Dance of Dragons", which features a shocking death and a massive battle that shakes things up just as much as previous ninth episodes have. Be warned, if you didn't watch tonight's episode, there will be tons of SPOILERS from here on out.

The episode starts off in Stannis' (Stephen Dillane) camp, where Melissandre (Carice van Houten) comes outside to see several tents mysteriously being set on fire. Davos (Liam Cunningham) said it was no more than 20 men, which were Ramsay (Iwan Rheon) and his boys. Stannis has the guards who missed these troulemakers put in chains, as Davos says there's not enough food for their en to continue on their march to Winterfell.

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Back at The Wall, Jon Snow (Kit Harington), Tormund Giantsbane (Kristofer Hivju) and hundreds of the Wildlings wait for Alliser Thorne (Owen Teale) to open the gates. As the wildlings all start to file in, Alliser comes to Jon, saying he has a good heart, but it may also get them all killed, now that the wildlings are fully in their midst.

At Stannis' camp, Stannis asks Davos to journey back to The Wall to ask them to give them supplies and fresh horses and they will be rewarded with as many men as they wish when becomes King. Davos asks to take Stannis' daughter Shireen (Kerry Ingram), since a siege is no place for a little girl, but Stannis says his family stays with him. Davos then goes to visit Shireen, who is reading A Dance of Dragons. He gives her a gift, a figurine of a deer (i think), saying she deserves it for teaching him how to read and teaching him how to be a grown-up. he says he'll be back in a few days, and he wants to hear all about A Dance of Dragons when he returns,but she says he can read it himself.

In Dorne, Jamie is sent in to meet with Trystane Martell (Toby Sebastian), Ellaria Sand (Indira Varma), Prince Doran Martell (Alexander Siddig) and Myrcella (Nell Tiger Free) who all want to know why he is in Dorne. He says they received a threatening message, Myrcella's necklace in the jaws of a viper. Myrcella says that it was stolen from her room, as Ellaria looks nervous. It was always assumed that Ellaria sent this threat, and while we never truly confirmed it was her, we know it was her. Ellaria is not pleased when Doran says they will send both Myrcella and Doran back to King's Landing, to honor the new king, but their engagement must stay on. Doran also demands that Tristane sit on the small council, to replace Oberyn. Jamie inquires what will happen to Bronn, and Doran says he will let Trystane decide Bronn's fate. Trystane says he will free Bronn under one condition, which is is a little bit of payback, as Areo Hotah (Deobia Oparei) punches Bronn in the jaw, since Bronn hit Trystane in the jaw during their fight.

We then catch up with Arya (Maisie Williams)in Braavos, who is peddling her oysters again as she comes across the Thin Man again. When the Thin Man beckons her over, she ignores him when she see Mace Tyrell (Roger Ashton-Griffiths) come ashore, meeting with Tycho Nestoris (Mark Gatiss) from the Iron Bank of Braavos, and Meryn Trant (Ian Beattie). She follows them to a brothel, as the brothel owner tells her to beat it, but one of the whores says shes hungry and buys a dozen oysters. She keeps walking around, finding Meryn inspecting some of the whores. As they do their little dances, he tells them they're too old. While Arya watches, one of Meryn's guys brings Arya in, as Meryn eyes her curiously. Nothing actually happens, and we don't know for sure if Meryn actually recognizes her or not, but it's certainly possible that he could report back to the Lannisters about Arya's presence in Braavos. The brothel lady brings back a young girl, he says she'll work. He takes her away, saying he wants a fresh one for her tomorrow. Arya goes back to the House of Black and White, where Jaquen approaches her. She lies and tells him the Thin Man wasn't hungry today but she'll go back tomorrow.

In Dorne, Doran tells Ellaria she must swear her allegiance to him, or she will die. It's clear that Doran knows Ellaria sent that threat to the Lannisters, saying her rebellion is over. Crying, she knees and hisses his ring, as the Sand Snakes watch on. Doran tells her that he believes in second chances, but not in third chances. Ellaria then goes to visit Jamie, basically saying she knows Myrcella is his daughter, and that she doesn't necessarily disapprove of his incestual relationship with Cersei (Lena Headey). She says she knows Myrcella had nothing to do with the death of Oberyn. Is she trying to form some sort of alliance with Jamie, now that her "rebellion" has been put down?

Stannis goes to visit his daughter, who is still reading A Dance of Dragons. She starts explaining the story, about the Targaryen's and the Iron Throne. Stannis tells her a weird story, and his daughter asks if there's anyway she can help because she wants to help. He's been acting strange and reserved all episode, and now we know why: Stannis has sacrificed his daughter to the Lord of Light!!! You'll recall that Melissandre suggested that Stannis sacrificed his daughter to the Lord of Light, but he was vehemently opposed to the idea, at the time. Since they're basically stuck in the snow and running out of options, as Davos pointed out earlier in the episode, Stannis decides to make this sacrifice. It's clear that Stannis also sent Davos away to The Wall because he surely wouldn't have let this happen. Stannis' wife Selyse (Tara Fitzgerald) agrees that this sacrifice had to be made of they'll starve. Shireen is screaming while being tied to a post, as Melissandre starts to set her on fire, when Selyse loses it and runs to her daughter, being held back by some of Stannis' men. Thankfully, we don't see her actually burn like we did with Mance Rayder, but her screams are all the more terrifying. It's one of the biggest "holy s--t' moments we've seen all season!

Back in Meereen, Danerys (Emilia Clarke), Tyrion (Peter Dinklage), Daario (Michiel Huisman) and Hizdar zo Loraq (Joel Fry) are at a huge arena to celebrate the re-opening of the fighting pits called The Great Games. The first two fighters say that they fight for the queen, as Hizdar says they are waiting for her. and that she must clap her hands. When she does so, the crowd cheers and the fight begins. Daario says he would put his money on the smaller guy, when Hizdar says that he has always seen bigger men triumph. After his big dramatic routine where he's trying to intimidate Hizdar, the big guy beheads the smaller guy, as Daario leaves, embarrassed. Hizdar starts to debate about traditions like this fighting pit, saying Meereen will be like this long after they've been put to rest. Dany teases that the city of Meereen itself might be put to the dirt itself, it need be, saying that those who die will be for a good cause. Is she planning on setting Meereen ablaze with one of her dragons? We don't know right now, but it certainly was an ominous statement, regardless.

A few more fighters come in the pits, and one is Jorah Mormont (Iain Glen), who wants to fight for the queen. Dany claps her hands and the audience cheers. Jorah fights a big black dude with a big axe/spea thing, as two other fights happen at the same time. Jorah kills his enemy and then goes to face one of the other victors. Jorah is not doing so well against this guy, getting sliced up left and right by his enemy's blade. His opponent gets him down, and just as he's about to kill Jorah, the last remaining guy kills the guy who's about to kill Jorah instead. Jorah fights the last guy, and is still not in too good a shape, but he performs this weird barrel roll thing and stabs him in the gut, making him the victor. After winning, he looks up to the queen's chamber thing, picks up his spear and throws it! Is he aiming for Dany or Tyrion? Nope. We see that his perfectly placed spear ends up killing one of the Son's of the Harpy soldiers, who was lurking behind Dany. Suddenly, we see tons of Harpy's as a slaughter ensues, as they slay men, women and even Hizdar zo Loraq. As Jorah comes up to her chamber, Dany takes him by the hand, while Tyrion saves Missandei's (Nathalie Emmanuel) life by killing a Harpy who was advancing on her. Surrounded by a number of guards, Dany, Dario, Jorah, Tyrion and Missandei make it out alive, running through the center of the auditorium, but they soon become surrounded by hundreds of the in the center of the arena. In the middle of this battle, Dany and Missandei start holding hands, perhaps embracing their inevitable death, when all of the sudden, one of Dany's dragons, Drogon, flies in, sending the Harpy's scattering. When one still tries to charge, the dragon literally eats him. He starts setting fire to other enemies, but the Harpy's keep throwing spears at him. Dany climbs on on top of Drogon as she gives him a command and they fly out of the arena! Where is she going? Is Dany just leaving Meereen completely behind her? After finally bringing Jorah back into the fold and bringing Tyrion on board? On one hand, it's a puzzling move, since we know she has much bigger fish to fry in Westeros, but, on the other hand, it seems the Sons of the Harpy will never stop trying to kill her, so perhaps it's time to get out of Meereen, and now that Hizdar is dead, the wedding is certainly off, so she has less and less reasons to stick around at all. But still, why leave her trusted allies like Jorah, Tyrion and Daario behind? Hopefully we'll find out in the season finale.

Speaking of which, HBO also released a preview for next week's season finale, "Mother's Mercy", which shows Daario, Jorah and Tyrion all hanging around in Meereen, presumably waiting for Dany to come back from her little dragon ride. Mellisandre says the the Lord of Light has made good on his promise, as Stannis proclaims that the siege begins at dawn, so we'll at least see Stannis finally descending on Winterfell. We also see Brienne (Gwendoline Christie) and Podrick (Daniel Portman) for the first time in seemingly forever, so hopefully they finally make their move to save Sansa from the Bolton's. The trailer ends with Sansa saying that if she's going to die, it should happen when there's still some of her left. Check out the trailer below, and be sure to check back next week for our recap of the Season 5 finale.