Melisandre whispers to Matthos that death by fire is the purest death because she has foreseen him being burned alive at the Battle of Blackwater.
According to the novel, it was Cersei who gave the orders to kill Barra and the other Robert's bastards, not Joffrey.
The scene where Rakharo's severed head is returned was actually filmed for What Is Dead May Never Die (2012), but moved ahead in post-production. According to the novels, neither Rakharo nor any of Daenerys' other bloodriders were killed during Daenerys' crossing of the Red Waste; Rakharo is, in fact, still alive in 'A Dance of Dragons', the fifth book published while the show was still in production. However, the showrunners indicated in interviews that although they never planned to kill off Rakharo, actor Elyes Gabel wanted to leave the show to pursue other projects, so they decided to give the character a proper send-off rather than just have him disappear. In the books, it is Doreah who dies from a wasting disease while in the desert, but on the show, Doreah (Roxanne McKee) is alive and well.
Bryan Cogman stated that the dialogue between Stannis and Melisandre was written to specifically mention that he had no sons, as the writers were unsure at that point if they would include Stannis' daughter Shireen in the series. They ultimately would, in the third season.
Like in the previous episode, the tune that Tyrion is whistling while on his way to his quarters is 'The Rains of Castamere', a song that becomes more prominent in the third season.