By now fans know that the penultimate episode of the "Game of Thrones" season will be bloody, tragic and more likely than not blow the special effects budget out of the water. Season five continued this trend with a second to last episode that featured a heart breaking death and a spectacle unlike anything we’ve seen so far.

The death of Shireen Baratheon has been hinted at before, Melisandre had pushed Stannis to sacrifice his daughter earlier, but considering their close relationship it never seemed possible. After the Bolton’s raid the camp, burning most of their food, weapons and even some horses, Stannis becomes desperate. He and Shireen have the kind of heart to heart that almost always means certain death on this show and before you know it he’s sent Davos away and Melisandre is walking Shireen to a pyre.

What unfolds is easily one of the most disturbing scenes in "Thrones" history. Shireen begins to scream in horror as she realizes what Melisandre has planned, begging for her father to save her. Stannis’ army looks on, clearly disturbed, while Stannis and his wife watch from afar, telling themselves it must be done if they want Stannis to take the throne. Once the fire is lit, the scene begins to echo Sansa’s rape at the hands of Ramsay earlier this season. In each a girl we have watched grow up over the course of the show has been subjected to violence while the camera stays focuses on the reactions of others, her screams being heard in the background.

Hearing her daughter’s anguished cries is enough for Selyse, who has a late in the game change of heart, but it's too late. It’s still unclear how this sacrifice will help Stannis in his fight against the Bolton’s, but at this point, it’s a fight that has no one worth rooting for.

The episode ends on a much higher note, a small gift from the show runners to their disturbed fans. Daenerys reluctantly attends the Great Games, sitting next to Hizdahr zo Loraq while Daario continually undermines the man, much to Dany’s amusement. It isn’t long before Jorah enters the arena, pledging allegiance to his queen. After he defeats his opponents he stands before her, waiting for Dany to react. Before she can say a word, he throws his spear in her direction. It goes sailing over her head, impaling a Son of the Harpy that was about to stab Daenerys. That's when all hell breaks loose.

Masked men are everywhere, slaughtering terrified civilians. As the violence increases, Jorah and Daario struggle to get Dany to safety, slaying anyone who comes near her. Even Tyrion gets a kill in, stabbing a Son who attempts to hurt Missandei. No one worries much about the safety of Hizdahr, who is butchered quite brutally by one of the Sons. It's safe to say he won’t be missed.

The group meets a dead end each time they attempt to leave the arena, met with either a locked gate or a new army of Sons. Eventually they find themselves completely surrounded, death certain. Dany seems to accept  her fate, grabbing Missandei’s hand, closing her eyes and preparing to surrender.

It's then that we hear the roar. Drogon flies into the arena, breathing fire and stunning everyone below him. Dany looks on as only a proud mother can, while Drogon burns the Sons of the Harpy, saving her life. Drogon takes quite a few hits himself, as some of the remaining Sons begin throwing spears at him. Dany runs to him, pulling a spear out of his side before climbing onto his back.

“Fly,” Daenerys instructs.

And fly he does. In an epic move, Dany rides the dragon straight out of the arena. It's a scene that already feels iconic, partly because it feels good to see the show embracing its fantasy elements, but also because it feels like a much deserved payoff. The dragons have been such a small aspect of the past season and Drogon’s return is a welcome sight. Plus it doesn’t hurt to finally see a character avoid a seemingly dire fate.

In less exciting, but still interesting news, Jaime is able to convince Doran Martell to take Myrcella back to Kings Landing. The only condition is that Prince Tristane come along too so their houses' alliance remains. Bronn also gets freed, though it comes at the price of a pretty painful punch. Doran makes Ellaria pledge her loyalty to him and end her quest for vengeance. She seemingly agrees, but something indicates that she and the Sand Snakes won’t back down easily.

Arya’s story continues to move slowly, but it does take an interesting turn tonight. When she is set to assassinate "the thin man" from last week she spots Ser Meryn Trant, who killed Syrio Forel way back in season one and served as the Kingsguard to Joffrey. Arya hasn’t quite given up her old identity or her kill list, as she spends the rest of the episode spying on Ser Meryn, who spots her but doesn’t seem to make the connection. When she returns to the House of Black and White she lies to Jaqen, which is sure to come back to haunt her.

Jon Snow also may be facing some trouble. He returns to the Wall with what's left of the Wildlings from Hardhome but the Night’s Watch doesn’t exactly pull out the welcome mat for their new guests. Will the brothers of the Night’s Watch betray him?