Season 4, Episode 8: The Mountain and the Viper
Sansa lies for Baelish in the Vale.
By now, Sansa has seen her father beheaded, been held hostage, almost beaten in front of court, been married to a Lannister (you know, the family that killed her mother and brother), and nearly raped at her own wedding by Joffrey the Eternal Shit Stain. The only pseudo-respite the girl has gotten was being whisked away by creepy yet resourceful Petyr Baelish back to the Vale so he could marry – then murder – her Aunt Lysa. In other words, the girl’s been through a lot, and it’s taken being put through the ringer for her to realize how to play this game (of thrones).
When she’s asked by the authorities at The Vale about how her Aunt Lysa met her end, Sansa gives a masterful performance. She tearfully and convincingly gives a completely false account of how Baelish killed Lysa so that he can be released from suspicion. Because the alternative is that she gets thrust into the hands of yet another group of people who she doesn’t trust, and who’ll most likely use her for leverage the same way the Lannisters had since they killed her father. At least she knows where creepy “Uncle” Baelish is coming from, and better the power-hungry brothel-owner you know than the power-hungry brothel owner you don’t. You could say that Sansa’s naivete was tossed straight out of the Moon Door with her Aunt Lysa.