Gethin Anthony, Game of Thrones

On Sunday's Game of Thrones, Renly, Brienne and Catelyn encounter an unexpected element that forever changes the rules of the game in the War of Five Kings.

[SPOILER ALERT! If you haven't watched "The Ghost of Harrenhal" yet, you're only cheating yourself if you continue reading.]

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In the episode, Renly (Gethin Anthony) is in his tent at night preparing to face his brother Stannis (Stephen Dillane) on the battlefield the next day when a mysterious shadow creature (which we saw Melisandre give birth to at the end of Episode 4) enters and kills him with a shadowy sword. His loyal king's guard Brienne (Gwendoline Christie) and visiting emissary Lady Catelyn (Michelle Fairley) are present, but completely unprepared for the magical attack. Everyone has been blindsided.

"That's part of the fun of being in this world where there are fantastical elements; no one in that world believes in them," Anthony tells TVGuide.com. "It's what makes it so human. People describe the White Walkers as grumps and snarks and stories to tell children. Even though we as the audience can see that there are very exciting things going on with dragons being hatched and snippets from beyond The Wall, down in the city, in King's Landing and on the warpath everyone's dealing with a very human political drama. They don't have time to imagine whether or not there's going to be a new fantastical threat."

Struggling against someone who's not there, much less a shadow, was a unique challenge for Anthony who had to shoot his death scene in two parts. "I had somebody behind me sort of indicate what was going on so I could react to it, and then they moved into the fight sequence with Brienne and I was just laying on the floor," says Anthony. "A month later it was just me in the studio with a massive green screen and just me in front of it. Again it was a case of getting an indication of the action -- where the sword was going to come, how long for, so we got all the beats out -- and then doing the collapse. They also did a lot of shadow play and used a gentleman to create the shadow, which was really quite cool to see."

Game of Thrones' Natalie Dormer: Margaery supports Renly and Loras' love

Renly's death causes consequences both politically far-reaching and on a personal level with those who mourn him. Castmate Natalie Dormer, who plays Renly's widow Margaery and the sister to his lover Loras (Finn Jones), says, "Margaery thought there was an exciting, plausible future of the three of them working together, which makes what happens all the more sad. I think the three of us as actors kind of grieved about it, that we wouldn't have that kind of opportunity the way that Loras and Margaery had to grieve over the loss of Renly. It's really an interesting process to go through. We sat there and speculated about how great it could have been, but author George R.R. Martin [who wrote the books on which the series is based] has different plans for all three of us."

Feelings of shock, betrayal and mourning are just part of the draw of Game of Thrones, which is notorious for mercilessly killing off characters fans love and is expected to continue to do so. "There should be a help group of some sort, shouldn't there?" Dormer says. "However many [seasons] down the line, there will be a lot more of us joining that group. It's testimony to how brave the writing is in the novels and how that gets translated to the writing in the show. When you know that a writer isn't scared to get rid of characters or hurt characters, there is a genuine lack of predictability which makes for great drama, which makes for great television."

Despite his earlier grief, Anthony has since come to terms with his character's abbreviated run. "I knew he was going to go on this great journey, and I knew it would be a fantastic moment in any television series to have a death like that," he says. "It excited me to play a character all the way through, and I have to say when it finished I wasn't sad. I was just proud to have been part of it really. It's been a hell of a ride."

He does have one regret though. "I went on a lovely, private tour of the Crown Jewels at the Tower of London with George Martin," Anthony says. "What he said to me was, 'Oh, did you get to keep the crown?' because we were looking at the Queen of England's crown. I was like, 'No. Is that ever an option? I would have loved to have kept the crown.' But as I understand it, Renly's stuff is being exhibited in New York. And I'm not sure where the crown is, but it might well be part of that. I'll just have to make my own out of wire."

Game of Thrones airs Sundays at 9/8c on HBO.

Will you miss Renly? Were you surprised by the way he died? What were the other highlights for you in the episode?