This is the only episode of the series to film scenes in the United States. The scenes in the bear pit were filmed in Los Angeles, because they involve a live bear (named Bart the Bear), and there are various legal restrictions on international transport of large animals such as bears. Only the bear pit was partially built on a parking lot in LA, and Gwendoline Christie, Nikolaj Coster-Waldau and the bear were the only actors present; the rest of the cast filmed their scenes on top of a full bear pit set in Northern Ireland. Shots from both sets were then digitally combined in post-production.
This is the second episode of the series, following Lord Snow (2011), with no human deaths of any kind. The deer killed by Ygritte is the only casualty.
This is the third episode written by George R.R. Martin (except the scenes that include the bear, Theon, and Robb and Talisa's love scene), following on from The Pointy End (2011) and Blackwater (2012).
When Melisandre reveals to Gendry that Robert was his father, the tune from 'The King's Arrival' from season one can be heard. The song was played when Robert arrived in Winterfell and is the theme for House Baratheon. In the book, Gendry stays with the Brotherhood without Banners, and remains unaware of his true parentage.
The episode title refers to a humorous ribald song popular in Westeros about a hairy bear that, while going to a fair with a band of three boys and a goat, rescues a maiden who was hoping for a knight. It also refers to Brienne's fight against the bear, during which Locke and his men sing mockingly the song while watching it.