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Something tells me I may have screencapped this before. In any case, here’s the royal party riding away from Winterfell, and coming to the crossroads of the kingsroad. One way goes North to the Wall, the other leads south to King’s Landing. Eddard and Jon are parting here, and we can see in the foreground that Tyrion, a pair of his guards, and Benjen are already on the road north.
This is a scene we never see or have mentioned in the books, but it feels and sounds (from the snippet we’ve seen) like it would fit in perfectly.