- "A bear there was, a bear, a bear! All black and brown and covered in hair!"
- ―Lyrics from the song The Bear and the Maiden Fair.
Bears are frequently captured and put in animal menageries, and bear-baiting is common blood-sport throughout much of the known world. Bears are often seen in the fighting pits of Essos, and in Westeros as well the seedier elements of society also use bear pits as a form of entertainment, throwing other animals or even people into an enclosed space to fight a captive bear.
While at Castle Black, Tyrion Lannister is amiably drinking and chatting with the recruiter Yoren, and asks him what was the strangest thing he ever ate. Yoren replies that he once ate a bear's testicles, which makes Tyrion laugh and think he is joking. Yoren insists that he is telling the truth, and that he also ate the bear's brains, guts, lungs, and heart, all fried in its own fat. As Yoren explains, when you are snowbound a hundred miles north of the Wall and your last meal was a week ago, you don't leave anything for the wolves. As for the taste, Yoren remarks that the bear's balls were "a bit chewy".
After taking Brienne of Tarth prisoner at Harrenhal, Locke and his men intend to kill her. Jaime Lannister is incredulous that Locke and his Bolton soldiers would do this, given that Brienne's father offered them a very generous ransom of 300 Gold Dragons. Qyburn explains that Locke and most of his men might die in the war or the coming winter, so they are simply more considered with the immediate, petty amusement of torturing Brienne to death.
When Jaime returns to Harrenhal, he finds that Locke and his men have thrown Brienne into a bear pit. They have formed a cheering crowd around the pit, and are mockingly singing The Bear and the Maiden Fair while taunting the bear to attack Brienne. The bear has already left a deep gash along Brienne's collarbone with its claws, and she is barely holding it at bay armed only with a wooden sword. Eventually the bear manages to knock the wooden sword out of her hands, and shove her to the ground.
Jaime confronts Locke, who affirms that he cares more about torturing Brienne than any amount of gold Jaime could offer him, making Jaime powerless. Instead, Jaime jumps into the bear-pit and saves Brienne's life, despite having lost his right hand. While the pair were struggling to climb out of the pit, Locke's soldier Steelshanks scared off the bear by shooting it in the back with a crossbow bolt, mildly wounding it.
After they were out of the bear pit, Locke tried to reassert control of the situation, but Jaime had correctly assessed that he was too valuable of a hostage for Locke to threaten. Steelshanks pointed out that Lord Roose Bolton had commanded him to bring Jaime to King's Landing, and if Jaime died trying to save Brienne, Roose would have him killed for his failure. They then depart Harrenhal.
When Tormund's wildling raiding force is waiting around their campfires for the signal to begin the Battle of Castle Black, he passes the time by telling tall tales. In one of these, he claims that he once had sex with a female bear named Sheila, and she really knew what she was doing. Ygritte angrily responds that everyone knows he's just making that up, and he knows it, and that it isn't that funny.
Jon Snow and his search party in the Wight Hunt are attacked by a ferocious undead snow bear, reanimated by the White Walkers as a wight. Despite being set on fire, its large size means it burns too slowly to stop its rampage. The wight-bear kills several men and badly mauls Thoros of Myr before being stabbed with a dragonglass dagger by Jorah Mormont, severing the magic that controls it and causing it to turn back into a lifeless corpse. Thoros's wounds are cauterized, but he dies from a combination of his wounds and the freezing cold later during the night.
Behind the scenes
Because there are various legal restrictions on international transport of large animals such as bears, Little Bart's appearances were filmed in Los Angeles, USA.
As director Michelle MacLaren explained, she chose Bart out of three potential stunt-bears: one from Utah (Bart), one from Canada, and one from Europe. Bart was then flown from Utah to California, where a partial duplicate of the bear pit set at Harrenhal was built in a Los Angeles studio parking lot. Just the pit part was built: the extras crowded around the top of the pit were filmed on the full set in Northern Ireland. Gwendoline Christie (Brienne of Tarth) and Nikolaj Coster-Waldau (Jaime Lannister) were the only cast members flown out to Los Angeles, to film on-set with the bear. The footage from within the pit was then digitally married with the footage of the extras crowded around the top on the duplicate set. Christie explained that she was actually with Bart the bear in the pit, though in real life the crew was being friendly to the bear and saying encouraging things to keep him calm. Christie said that she did every stunt in the bear pit - except for one, when she has to pretend that the bear is hitting her. A stunt double was used for that specific, brief shot, though in real life Bart was just playfully pawing at the stunt man.
In the books
Bears appear to be common in the forests and mountains of Westeros, particularly in the northern regions. Bear Island, off the west coast of the North, is named for its bear population. In Essos, bears are fairly common in the hilly lands of the northern Free Cities, particularly around the hills of Norvos. The Norvoshi train dancing bears, and have a running of the bears down the main street of their city (similar to the real-life running of the bulls in Pamplona, Spain).
While Arya Stark worked at Harrenhal, she saw that the Brave Companions brought a huge black bear in a cage, for their "entertainments". After Roose Bolton and Vargo Hoat took over the castle, they had Amory Lorch thrown into the bear pit, and he was torn apart.
Brienne and Jaime's fight in the bear pit at Harrenhal proceeds somewhat differently. Steelshanks and a dozen or so of his men fill the bear with crossbow bolts until it dies. As a result Brienne and Jaime do not need to dramatically climb out of the pit, because the bear is dead. In the TV version Steelshanks only shoots the bear with one crossbow bolt to scare it off, apparently only dealing it a minor wound. It is possible that this was changed so as to avoid the impression of cruelty to animals, and also that it would have been more difficult to depict the live actor-bear being peppered with multiple arrows.
Brienne is also not armed with a wooden sword, but with a tourney blade - which are unsharpened because they are not meant for actual combat. Jaime only realizes this after he sees Brienne stab the bear without causing it any injury. As it would also have been difficult for TV viewers to realize that she was given a blunt tourney sword, the TV series made this more explicit by giving her a wooden sword.
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