Riot in Streets
On their return from watching Myrcella depart, the Lannister procession is attacked by an angry mob and Sansa barely escapes being raped in episode 2x06 "The Old Gods and the New".
Small King's Landing Gate
Jamie and Brienne arrive in King's Landing after their ordeals on the road in episode 3x10 "Mhysa".
Red Keep Walls
Cersei talks to Tommen who is asking her about going back to Casterly Rock in episode 5x03 "High Sparrow".