Walk of atonement
A walk of atonement is a punishment in the Seven Kingdoms. Historical walks have had women walk naked through the streets of cities. While the custom can be a penance, it is also a way to degrade a woman and rob her of her pride and power.
After Queen Rhaenyra Targaryen fled King's Landing during the Dance of the Dragons, Ser Garth the Harelip surrendered the Red Keep to Ser Perkin the Flea and his gutter knights. Mysaria, Rhaenyra's hated mistress of whisperers, was taken while attempting to flee the castle. Perkin informed Mysaria that if she could travel naked through the city to the Gate of the Gods while being whipped, she would be allowed to live. Mysaria only made it halfway before dying on the city's cobblestones.
When Tywin Lannister's father Tytos died, Tywin found his father's mistress trying on one of the gowns of his late mother, Jeyne Marbrand. A common-born woman and the daughter of a chandler, the mistress had dominated Lord Tytos utterly, ordering the household knights about, dismissing servants, and helping herself to Jeyne's jewelry. Expelling the mistress from Casterly Rock, Tywin had her stripped naked and forced the sobbing woman to walk through the streets of Lannisport into exile at the docks, confessing to every man she met that she was a thief and a harlot.
A Dance with Dragons
Cersei Lannister, having confessed to adultery, is forced to perform a walk of atonement by the High Septon of the Faith of the Seven. She is to walk nude from the Great Sept of Baelor to the Red Keep. Cersei is shaved of hair from her entire body, then stripped naked. An escort of Warrior's Sons, Poor Fellows, and several septas protect her from the leering and jeering crowds that have flocked to see her shame. The humiliated Cersei hallucinates during her walk. Afterwards, the Lord Regent, Ser Kevan Lannister, feels his niece has lost her power.
Moelle: This sinner has confessed her sins and begged for absolution and forgiveness. His High Holiness has commanded her to demonstrate her repentance by putting aside all pride and artifice and presenting herself as the gods made her before the good people of the city.
Scolera: So now this sinner comes before you with a humble heart, shorn of secrets and concealments, naked before the eyes of gods and men, to make her walk of atonement.
—Cersei Lannister's thoughts
This is my penance, Cersei told herself. I have sinned most grievously, this is my atonement. It will be over soon, it will be behind me, then I can forget.—Cersei Lannister's thoughts
All the self-seekers who had named themselves her friends and cultivated her favor had abandoned her quickly enough when Tywin had her stripped naked and paraded through Lannisport to the docks, like a common whore. Though no man laid a hand on her, that walk spelled the end of her power. Surely Tywin would never have dreamed that same fate awaited his own golden daughter.