Game of Thrones star, sterne on her brutal Walk of Shame 

set, surrounded by a friendly production team and tourist-trap bars, the sequence was profoundly disturbing to witness: A naked woman, cropped hair, scabbed head, walking through narrow streets as a furious crowd screamed obscenities: “Liar! Slut! Whore!” The fallen woman, her face a stunned mask of blown-out devastation, performing a penance walk—the likes of which modern Hollywood audiences have never seen.  

Last October in Dubrovnik, Emmy-nominee Lena Headey munched on a slice of pizza between takes in the city’s Old Town district while shooting Cersei Lannister’s climatic Walk of Shame sequence for Sunday’s finale. The sequence took three grueling days to shoot, and while Headey might not have been naked herself during all the shots (a body double was used), she still had to pass through the hostile jeering mud-slinging crowd over and over again, trying to silently convey a progressive journey of complex emotions as Cersei reaches her lowest point—then ultimately finds a spark of strength as she’s lifted up by her resurrected savior, The Mountain. 

“It’s not hard when people are screaming at you and you look like shit and you’re being f–king humiliated to figure out how that would feel,” Headey says. “There’s a part of you that’s fucking terrified. I can’t even imagine people wanting your blood. Cersei has done wrong, but she doesn’t really deserve this.” 

, the Walk of Shame is based on an actual medieval practice. Author George R.R. Martin told EW when his novel

was released in 2011, that he based Cersei’s penance chapter in particular on Jane Shore, the mistress of King Edward IV, who was punished with a similar walk after the king died. 

Headey notes that such primal public violence against women isn’t exactly something that’s only a historical issue, either. “They still do it

,” Headey said. “They take women out and stone them to death.”

On Thrones, the scene represents the consequences of years of Cersei’s paranoid scheming, killing and short-sighted leadership. Yet in the sort of complex character twist that

excels at, Cersei’s punishment is so wrenchingly personal, Headey’s performance is so riveting, and the sequence shot by famed TV director David Nutter so deftly from Cersei’s perspective, that ultimately—the showrunners hope–even Cersei’s biggest detractors will sympathize with the character.

“I don’t think anyone deserves that treatment,” Headey says. “She’s been beaten and starved and humiliated. She thinks when she comes out and confesses that this is it—even when she’s on her knees [confessing to the High Sparrow], she’s partly lying. She thinks she’s good to go. She has no idea what’s coming when she walks out to the steps, or that they’re shave her hair off like Aslan.” 

Finding a location, too, proved a bit of issue, as the original site chosen involved the steps of a church, which objected to the sequence on religious grounds. While the objection received considerable press last fall, showrunner David Benioff says such hiccups are common when producing Thrones and their back-up setting ultimately proved a better fit. “It always happens and it puts more work on the location teams but it always ends up working out,” he shrugged. 

“Some of those shots we got, some of those closeups, she had to go to a dark place to get the right emotion,” Benioff said. “It’s incredible compelling yet you almost want to turn away because you’re looking at someone who’s suffering.”  

characters—is now a mystery since the showrunners have reached the end of Martin’s published material. Headey says she has “no idea” what’s in store for Cersei, but has a suggestion: “I think she’s got some people to kill before she’s done.” 

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