Ned Stark's daughter Arya managed to escape the capital after her father's execution by disguising herself as a boy. She was subsequently taken captive by Lannister forces, although they remained unaware of her identity. Eventually Arya, a blacksmith named Gendry (who is Robert's illegitimate son), and a boy known as Hot Pie, manage to escape the Lannister forces with the help of Jaqen H'ghar, a man who can change his appearance at will.

Gendry (l.), Arya (center), and Hot Pie (r.)
Helen Sloan/HBO