Season 5, Episode 10: Mother’s Mercy
Jaime gets to be a father for about a millisecond.
For most of the series, we know that Jaime is the biological father of Cersei’s children, but he never has the opportunity to actually be a father to them because… well, that would probably gross the kids out. But when Jaime and Bronn go to Dorne to retrieve Myrcella (who?) to bring her back to King’s Landing, he goes there as a father concerned for his daughter’s safety, and this is probably one of the only opportunities he’s ever had to show fatherly concern that she may be in danger in light of the Oberyn’s death.
On the boat back to King’s Landing, Myrcella tells Jaime that she knows he’s her father, and expresses her happiness at the fact. It’s the first time Jaime has ever been recognized by one of this children as their father, and he’s as surprised as we are that Myrcella can acknowledge her true lineage without as much as dry-heaving. She’s smiling. He’s smiling. They’re both smiling!
But then her nose starts bleeding. And she dies quite suddenly in her father’s arms. And momentary joy Jaime felt with his daughter was quickly extinguished in brutal fashion. Because Game of Thrones.