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Episode S02E05 of Game of Thrones is titled "The Ghost of Harrenhal". But I wonder to whom this title actually refers. Does this refer to Arya, seeing that she is more or less incognito as Tywin Lannister's handmaiden. Or does it refer to "a man" she befriends and who mysteriously kills people in the castle on her command? Or is this maybe deliberately left ambiguous? Who is the Ghost of Harrenhal?

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A little history first.

Harren the Black, King of the Iron Islands and the Riverlands, built Harrenhal as a monument to himself, intending it to be the greatest of all castles in Westeros and for it to dwarf any other.

Upon its completion, Harren boasted that his new fortress was impregnable. However, he did not account for Aegon the Conqueror and his dragons invading Westeros. On the very day Harren took up residence, Aegon came ashore at what would become King's Landing. The dragons were not obstructed by high walls and forbidding towers and roasted Harren alive in the tallest of the towers, now known as the Kingspyre. Harren and all his line perished. Due to the extreme heat of dragonflame, the castle took on a charred, melted appearance.

These days Harrenhal is considered an ominous location with an eerie air about it. The place is said to be haunted by its founder Harren the Black and his descendents. Therefore the phrase: The Ghost of Harrenhall.

Taking a page from the book A Clash of Kings, I would say that the episode refers to Arya as the Ghost of Harrenhal. In the books, all the occurrences at Harrenhal are told from Arya's POV. However, in the show it is a mix of her and Tywin's narration.

After Arya, Gendry and Hot-Pie have been taken hostage at Harrenhal by the Lannisters, Arya devotes a lot of energy into being as inconspicuous as possible. At times she even compares herself to the rats of Harrenhal, omnipresent yet hidden in plain sight. She attributes these characteristics to herself and knowing that she is the reason behind the strange deaths there, names herself the Ghost of Harrenhal.

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I don't recall any mention of the ghosts in Harrenhal in the TV show.

In the books however, it's a common belief the Harrenhal is haunted, for example from the 4th and 7th Arya chapters in A Clash of Kings:

Hot Pie’s eyes got wide. “There’s ghosts in Harrenhal.”

Lord Lefford made mock of ghosts at table, but always kept a candle burning by his bed.

Arya was remembering the stories Old Nan used to tell of Harrenhal. Evil King Harren had walled himself up inside, so Aegon unleashed his dragons and turned the castle into a pyre. Nan said that fiery spirits still haunted the blackened towers. Sometimes men went to sleep safe in their beds and were found dead in the morning, all burnt up.

But of course, she believes none of it and explains away the stories in her 7th chapter:

The topmost story was infested with nests of the huge black bats that House Whent had used for its sigil, and there were rats in the cellars as well ...and ghosts, some said, the spirits of Harren the Black and his sons.

Arya thought that was stupid. Harren and his sons had died in Kingspyre Tower, that was why it had that name, so why should they cross the yard to haunt her? The Wailing Tower only wailed when the wind blew from the north, and that was just the sound the air made blowing through the cracks in the stones where they had fissured from the heat. if there were ghosts in Harrenhal, they never troubled her.

But at the end of the chapter, after she tells Jaqen H'ghar to kill Chiswyck (instead of The Tickler, as in the TV show), she reveals who the title refers to (emphasis mine):

Nothing happened the next day, nor the day after, but on the third day Arya went to the kitchens with Weese to fetch their dinner. “One of the Mountain’s men fell off a wallwalk last night and broke his fool neck,” she heard Weese tell a cook.
“Drunk?” the woman asked.
“No more’n usual. Some are saying it was Harren’s ghost flung him down.” He snorted to show what he thought of such notions.

It wasn’t Harren, Arya wanted to say, it was me. She had killed Chiswyck with a whisper, and she would kill two more before she was through. I’m the ghost in Harrenhal, she thought. And that night, there was one less name to hate

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