A Dance with Dragons
During her meeting with Jorah Mormont and Tyrion Lannister, the widow signals one of her "sons" after Jorah refuses to answer as why he seeks Daenerys Targaryen. Disbelieving Jorah's next answer, that he seeks to serve and protect Daenerys, The widow signals to her "son" once again, but their confrontation is interrupted when Penny tries to kill Tyrion.
Quotes about the widow's sons
"Seek the widow of the waterfront", someone told you, but they should have also warned you, "beware the widow's sons". It is such a sweet morning, though, I shall ask again. Why would you seek Daenerys Targaryen, whom half the world wants dead?—the widow of the waterfront to Jorah Mormont