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HBO's Game of Thrones is one of the biggest shows in the world, and the stars are bound to run into fans everywhere they go. Lena Headey plays Cersei Lannister, who spent six seasons fighting her way to the top in King's Landing. Rather memorably, Cersei was forced to have her hair chopped off and go on a barefoot and naked walk of atonement through the streets of King's Landing while a septa rang a bell and cried "Shame! Shame!" for all to hear. As it turns out, Headey had to relive that moment with a fan at an incredibly inappropriate time: right after giving birth. She described the encounter, saying this:
[She's chanting] 'Shame' [as] she's milking me like a human cow. I was flying on morphine, so it was sort of funny. Had I been vaguely in the world, I might have been more offended.
After Lena Headey gave birth to her daughter, she just so happened to be assigned a nurse who was a big fan of Game of Thrones and wasn't afraid to show her enthusiasm. Some fans are nervous to even approach stars on the street; this nurse was apparently brave enough that she combined her knowledge Thrones with helping Lena Headey breastfeed. I have to wonder if the nurse wasn't a little bit emboldened by the fact that Headey was evidently schnockered on morphine. Judging by her comments to The New York Times, she wasn't going to object to much of anything. Hopefully the nurse chose not to enact any of the rest of the walk of atonement, which got pretty ugly in the show.
Lena Headey was actually pregnant with her daughter when the walk of atonement was filmed for the Season 5 finale, although the pregnancy wasn't at all visible. A body double was used for the shots of Cersei entirely in the nude, with Headey only appearing in shorts that didn't show too much of her skin. CGI and camera tricks were used to make the scene look as though it featured only one woman walking the streets of King's Landing.
The show shelled out a hefty chunk of change to make the scene happen. The Game of Thrones production team needed many permits to shoot the long nude scene, and 200 security guards were on hand to protect the actress. Local shop owners were even paid off to stay away from the area in Croatia during the shoot. At the end of the day, filming the walk of atonement cost about $50,000 per day over four days.
It was a $200,000 scene, and it luckily worked quite well to set up Cersei's motivation moving forward. If not for the walk of atonement, she might not have had the necessary drive to blow up the political players in King's Landing and murder the septa who so thoroughly shamed her.