In a recent episode of Game of Thrones, Littlefinger is walking through the Vale with Sansa and telling her about the value of it's natural defenses. He mentions that the narrow passes force men to walk through the Bloody Gate in single-file, and that they made the Vale impregnable by land.
That gave me pause, however. The Eyrie sits on top of a mountain, exposed on nearly all sides to the sky. If Harrenhal is any indication, this would be a death trap for anyone fighting dragons. So how was the Vale captured during the first Targaryen invasion? Did the lords there surrender once they realized it was impossible to defend themselves? I have a feeling Littlefinger's use of the Vale's defenses are going to become an important plot point later in the books and show, but I'm wondering how it will work against Dany's dragons.