Game of Thrones, The Prince of Winterfell, Sky Atlantic, review Loyalty and betrayal, oath-breaking and oath-keeping. They're always themes in Game of Thrones, but this week they came to the fore. Almost every character had a decision to make: who to be loyal to, when it meant betraying someone else. For Jon Snow (Kit Harrington), it looks as though to stay loyal to the Night's Watch, he will have to be seen to betray them. Held captive by the wildlings - in particular, by the Lord of Bones, who has probably won the hotly contested Game of Thrones coolest costume award for his human-skull-mask-and-ribcage-shirt ensemble - he is told by Qhorin Halfhand to become a secret agent. They'll never trust me, he points out, reasonably enough. "They will if you do the right thing," Qhorin tells him, before kicking him to the ground and calling him a bastard. The snot-nosed and entitled brat Jon is learning fast. The North is still the real star, bleak and wonderful and harsh, but the increasingly characterful wildlings, especially Rose Leslie's Ygritte, are clearly going to make Jon's fake betrayal a more complex issue. Down below the Wall, among the Northerners, Catelyn Stark (Michelle Fairley) had her own decision to make - between loyalty to Robb (Richard Madden), her eldest son and king, and to her captive daughters and sons in King's Landing and Winterfell respectively. She chose the latter, freeing Jaime Lannister from his cage and sending him south under the protection of Brienne, and forcing Robb to imprison her. But Robb's been making some short-sighted decisions of his own, it looks like: apparently breaking his oath to marry one of the Frey daughters, and finally getting it on with Talisa Maegyr (Oona Chaplin), the hot nurse who he's been eyeing up for what feels like half the season. This is one of the few things that doesn't quite sit right in this otherwise excellent series: the will-they-won't-they-of-course-they-will-it's-painfully-obvious-from-the-first-scene romance would fit more in Grey's Anatomy than on a grime-smeared medieval battlefield. Stannis Baratheon (Stephen Dillane) knows about loyalty. "I held Storm's End for Robert for five hundred days, because he was my king," he said. Then I gave it up to Renly, because Robert told me to. But now I am rightful king by all the laws of Westeros. He does a good line in stone-faced humourlessness, does Dillane. His scene with Ser Davos Seaworth, the Onion Knight (Liam Cunningham), was excellent: Davos's own simple loyalty to Stannis was both stoic and moving, and Stannis's harshness was tempered by his gratitude for a long-ago act of bravery and his contempt for the more highborn lords who mocked the once-lowly Davos. Cersei (Lena Headey) and Tyrion Lannister (Peter Dinklage) never had too much loyalty for each other, despite their shared blood, but Cersei has pushed Tyrion too far by threatening Shae, the one person in King's Landing for whom he does care. The fact that she actually picked the wrong whore does not cool Tyrion's rage, who promises revenge. This is a good Tyrion episode, with Dinklage making the most of his juicy lines: "The Lord of Light wants his enemies burned. The Drowned God wants his drowned. Why are all the gods such vicious c----? Where are the gods of tits and wine?" was a good one. And finally, poor old Theon Greyjoy (Alfie Allen). He can't get it right. Yet again, he thought he'd have impressed his flinty family - this time by capturing Winterfell - but once again he's screwed it up. His sister points out in no uncertain terms that he's going to die there, and tries to convince him to flee ("Don't die so far from the sea"), but he won't: this will, one imagines, not end well for him. Allen gives it a good bolshy-teenager-lost-in-a-man's-world impression. But we learn in a final scene that despite his own, extraordinary, betrayals of the Starks, he did carry out one last, dark act loyalty to his adopted brothers: a soul-staining, brutal act of loyalty, but loyalty of a sort nonetheless.