The first time that Maisie Williams (Arya) has had a costume change since the end of Season 1. Williams said that finally getting new clothes and throwing away the old ones on the show felt very cathartic.
The Red Priestess in Volantis is the first person of Yi Tish origin seen in the series. Yi Ti is a region in the far east of Essos, which is the counterpart of real world Asia.
Dean-Charles Chapman went on record in an interview that he found the sex scene between Tommen and Margaery disturbing, because Tommen is only a boy, and Margaery is an adult woman. However, Chapman was mistakenly (but understandably) under the impression that Tommen was 12 years old on his wedding night, based on an error made in The Wolf and the Lion (2011) four years earlier, where Loras stated that Tommen was 8 at the time; in The House of Black and White (2015), it was mentioned that Tommen no longer needed a regent, which would make him at least 16 years (the legal age of adulthood in the novels). In medieval times, it was actually legal for boys to marry at 14 and girls 12, and in the case of higher nobility - many were betrothed as babies. However, the marriage was considered legal once it had been consummated.
The high-angle shot of Tyrion urinating from the brothel is framed identically to the high-angle shot of Tyrion urinating off the Wall in Lord Snow (2011).
According to George R.R. Martin, the Sparrows are based on the medieval Catholic Church and the Protestant Reformation.