If you don't remember this episode . . . or the bear, don't feel bad. The title refers to the song the men of House Bolton sing when they first capture the Kingslayer and Brienne in the season three episode titled, "Walk of Punishment." Interestingly, a bear does make an appearance in this episode, but he is merely a MacGuffin meant to fuel the growing kinship between Jaime and Brienne.
During Brienne's captivity at Harrenhal, the Boltons throw her into a bear pit with only a wooden stick to defend herself. Despite their previous disagreements, Jaime comes to her rescue, and we see the inklings of a connection when Brienne uses his real name instead of the Kingslayer slur.
This is also the frustratingly tense episode where Ramsay releases Theon into the arms of two beautiful woman only to castrate his captive moments later.