With the death of Rickon's direwolf Shaggydog, there are now only three direwolves left alive on the show: Ghost (Jon's), Summer (Bran's) and Nymeria (Arya's). Lady (Sansa's) was killed in The Kingsroad (2011), and Grey Wind (Robb's) was killed at the Red Wedding.
Just before Jon executes his killers, a slowed version of the Targaryen theme plays in the background. The execution was done without CGI, using traditional techniques where the actors wear harnesses suspended by wires that are hidden inside the nooses. All the body weight is thus suspended across the chest rather than the neck, without fear of suffocating.
This episode features the most locations and parallel storylines, with eight: in the Narrow Sea, beyond the Wall, Vaes Dothrak, Meereen, King's Landing, Braavos, Winterfell, and the Wall.
Young Ned (Robert Aramayo) tells Arthur Dayne that he "looked for [him] at the Trident." The Battle of the Trident was the decisive victory in Robert's rebellion against the Mad King, where Robert defeated Rhaegar. Kingsguard members Jonothor Darry and Lewyn Martell (Oberyn's uncle) were also killed, while Barristan Selmy was injured but spared. Since many houses had sided with the Targaryens only because of their loyalty towards Rhaegar, his death quickly turned the tide in the conflict. The Mad King was defeated shortly thereafter, leaving the Iron Throne open for Robert to claim (or usurp, as many felt).
The title of this episode is a reference to several characters breaking oaths: Smalljon breaks his family's oath of loyalty to the Starks by turning over Rickon to the Boltons; Daenerys is forced to fulfill her obligation to return to Vaes Dothrak after Drogo's death; and Jon leaves the Night's Watch, though his oath is technically fulfilled as he had died.