Where were Arya, Cersei, Bran, Tyrion and Hodor when Season 2 ended?
Melisandre (Carice van Houten)
The priestess to The Lord of Light, Melisandre proves her worth by birthing The Freaky Shadow Baby and killing Renly. Folks may not trust her, but she still has Stannis in her pocket, though he briefly threatens and strangles her, before she shows him a vision and he's all, "FINE. You win. For now."