Meanwhile, Iain Glen's final scenes also aired as Ser Jorah Mormont lost his life protecting his beloved queen, Daenerys Targaryen (Emilia Clarke) and the 57-year-old actor paid tribute to the "wonderful writing" that made the episode so great.
He told 'Entertainment Weekly': "[My reaction was] just that the guys nailed it. I think really throughout all the episodes, just wonderful writing. It's such a hard thing to pull off, I think the expectations are so high and I just think they managed all the storylines incredibly well.
"It's full of the 'Thrones' mix of the unexpected and dramatic and massive set pieces and extraordinary things beyond our ken, and it's kind of more of the same but bigger and better."
After previously being brought back to life five times, Beric Dondarrion finally died for good after serving his purpose by acting as a human shield to allow Arya Stark (Maisie Williams) and The Hound (Rory McCann) to escape from the army of the dead and actor Richard Dormer had "goosebumps" when he learned how he'd bow out.
He said: "I had goosebumps. Goosebumps on goosebumps."
Melisandre (Carice van Houten) made a surprise return to the show to use her magic to help with the battle - but once it was over, she took off her enchanted necklace and died as her true self.
Carice said: "I was really happy and pleased."
'The Battle of Winterfell' also saw Lady Lyanna Mormont (Bella Ramsey), Lord Commander of the Night's Watch, Eddison Tollett (Ben Crompton) and The Night King himself (Vladimir Furdik) lose their lives.