There are plenty of such events where a character mentions or thinks to him/herself the title of the book in which the chapter is written. Following is the complete list as per chapter names:
A Game of thrones
Daenerys III
"The common people pray for rain, healthy children, and a summer that
never ends," Ser Jorah told her. "It is no matter to them if the high
lords play their game of thrones, so long as they are left in peace."
He gave a shrug. "They never are."
Eddard XII
"Oh, but it was, my lord," Cersei insisted. "When you play the game
of thrones, you win or you die. There is no middle ground."
Eddard XIII
When you play the game of thrones, you win or you die, Cersei
Lannister had told him in the godswood.
Eddard XV
Cersei Lannister's face seemed to float before him in the darkness.
Her hair was full of sunlight, but there was mockery in her smile.
"When you play the game of thrones, you win or you die," she
whispered.
and
The High Septon once told me that as we sin, so do we suffer. If
that's true, Lord Eddard, tell me … why is it always the innocents who
suffer most, when you high lords play your game of thrones?
Catelyn XI
"My lord father would urge caution," aged Ser Stevron said, with the
weaselly smile of a Frey. "Wait, let these two kings play their game
of thrones. When they are done fighting, we can bend our knees to
the victor, or oppose him, as we choose. With Renly arming, likely
Lord Tywin would welcome a truce … and the safe return of his son.
Noble lords, allow me to go to him at Harrenhal and arrange good terms
and ransoms …"
A Clash of Kings
No title-drops as far as I could recall or search.
A Storm of Swords
Well......Kind of 🤷
- Bran III:
The lightning flashed again, and this time the thunder came at six.
"Hodor!" Hodor yelled again. "HODOR! HODOR!" He snatched up his
sword, as if to fight the storm.
A Feast for Crows
Jaime I
On the morning after the battle, the crows had feasted on victors
and vanquished alike, as once they had feasted on Rhaegar Targaryen
after the Trident.
Brienne III
Brienne stood beneath the gallows, the precious parchment in her hand.
The crowd had dispersed, and the crows had returned to resume their
feast.
Jaime II
The crows will feast upon us all if you go on this way, sweet sister. "Cersei, listen to yourself. You are seeing dwarfs in every
shadow and making foes of friends. Uncle Kevan is not your enemy. I am
not your enemy."
The Drowned Man
"Crow's Eye, you call me. Well, who has a keener eye than the crow?
After every battle the crows come in their hundreds and their
thousands to feast upon the fallen. A crow can espy death from afar.
And I say that all of Westeros is dying. Those who follow me will
feast until the end of their days.
Cersei VI
Some of the skulls had scraps of flesh still clinging to them. A
crow sat atop one such, enjoying a dry, leathery feast. Flies were
everywhere.
Cersei VII
"Carrion crows make their feasts upon the carcasses of the dead and
dying," said Grand Maester Pycelle. "They do not descend upon hale
and healthy animals. Lord Euron will gorge himself on gold and
plunder, aye, but as soon as we move against him he will back to Pyke,
as Lord Dagon was wont to do in his day."
Jaime V
Nowhere. The Bloody Mummers stripped his corpse and left his flesh
to feast the carrion crows. "Beside a stream," he lied. "When this
war is done, I will find the place and send him home." Bones were
bones; these days, nothing was easier to come by.
A Dance with Dragons
Tyrion III
Haldon was unimpressed. "Even Duck knows that tale. Can you tell me
the name of the knight who tried the same ploy with Vhagar during the
Dance of the Dragons?"
and
"I fear that you're mistaken. In The Dance of the Dragons, A True
Telling, Maester Munkun writes—"
Daenerys II
Viserys had told her all the tales when she was little. He loved to
talk of dragons. She knew how Harrenhal had fallen. She knew about the
Field of Fire and the Dance of the Dragons.
The Windblown
Not that them Yunkish bastards will be wanting us inside their Yellow
City, sniffing round their daughters," predicted Baqq, the squint-eyed
Myrish crossbowman whose name meant Beans. "We'll get provisions in
Yunkai, maybe fresh horses, then it will be on to Meereen to dance
with the dragon queen. So hop quick, Frog, and put a nice edge on
your master's sword. Might be he'll need it soon."
The Queen's hand
He should have stayed in Dorne. He should have stayed a frog. Not all
men are meant to dance with dragons.
The Winds of Winter
No title-drops as far as I could recall or search.
The World of Ice and Fire
The Glorious Reign
The world has known ice in the Long Night, and it has known fire in
the Doom. From the Frozen Shore to Asshai-by-the-Shadow, this world
of ice and fire has revealed a rich and glorious history—although
there is much yet to be discovered
The Rogue Prince
This prequel is a short story and has no chapter names.
Prince Daemon was both. In his day there was not a man so admired, so
beloved, and so reviled in all Westeros. He was made of light and
darkness in equal parts. To some he was a hero, to others the blackest
of villains. No true understanding of that most tragic bloodletting
known as the Dance of the Dragons is possible without a consideration
of the crucial role played before and during the conflict by this
rogue prince.
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The greatest of his rivals was our rogue prince: Daemon Targaryen,
the king’s ambitious, impetuous younger
brother.
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“Dark Sister was made for nobler tasks than slaughtering sheep,” he is
reported to have told the Lord of the Tides. “She has a thirst for
blood.” But it was not rebellion that the rogue prince had in
mind; he saw another path to power.
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By the second moon of the year, His Grace had lost all appetite and
was ruling the realm from his bed … when he felt strong enough to rule
at all. On Dragonstone, meanwhile, Princess Rhaenyra was once again
great with child. She too took to her bed, with her husband the
rogue prince ever at her side.
The Princess and the Queen
This Prequel has no chapter names. While the titles "Princess" and "Queen" are used extensively, following is the closest thing to the title.
The account of how of the Second Aegon fell and was succeeded by the
Third is a tale for another time, however. The war for the throne
would go on, but the rivalry that began at a court ball when a
princess dressed in black and a queen in green has come to its red
end, and with that concludes this portion of our history.
The Hedge Knight
This prequel is a novella and has no chapter names.
The sun was westering as he fed the horses. There were three; his
swaybacked stot, the old man's palfrey, and Thunder, his warhorse, who
was ridden only in tourney and battle. The big brown stallion was not
as swift or strong as he had once been, but he still had his bright
eye and fierce spirit, and he was more valuable than everything else
Dunk owned. If I sold Thunder and old Chestnut, and the saddles and
bridles too, I'd come away with enough silver to. . . Dunk frowned.
The only life he knew was the life of a hedge knight, riding from
keep to keep, taking service with this lord and that lord, fighting in
their battles and eating in their halls until the war was done, then
moving on. There were tourneys from time to time as well, though less
often, and he knew that some hedge knights turned robber during
lean winters, though the old man never
had.
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I could find another hedge knight in need of a squire to tend his
animals and clean his mail, he thought, or might be I could go to some
city, to Jannisport or King's Landing, and join the City Watch. Or
else . . .
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He had piled the old man's things under an oak. The cloth purse
contained three silver stags, nineteen copper pennies, and a chipped
garnet; as with most hedge knights,
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Dunk was relieved. A pity I couldn't . . . but he has a good life here
at the inn, a better one than he'd have squiring for a hedge
knight. Taking him would be no
kindness.
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A hedge knight must hold tight to his pride. Without it, he was no more than a sellsword. I must earn my place in that company.
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He had traveled with the old man long enough to learn that merchants
were notoriously mistrustful of hedge knights, some of whom were
little better than robbers.
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"Ser," Dunk corrected. "I am only a hedge knight." He wondered if
the old man was looking down on him. I will teach him the arts of
battle, the same as you taught me, ser. He seems a likely lad, might
be one day he'll make a knight.
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Ser Steffon looked at him scornfully. "The hedge knight has
matters." He glanced about and found another likely opponent loitering
nearby. "Ser Grance, well met. Come try me. I know every feeble trick
my cousin Raymun has mastered, and it seems that Ser Duncan needs to
return to the hedges. Come, come.
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That will not happen to me, Dunk vowed. I will show them that I can be
more than a hedge knight.
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"How can you possibly remember some insignificant hedge knight who
chanced to unhorse Damon Lannister sixteen years ago?" said the prince
with the silver beard, frowning.
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"Why would you deign to joust with a hedge
knight?"
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What could a hedge knight dare say to such a person? "Y-you gave
him back his horse and armor and took no ransom, I remember," he
stammered.
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"I did not come here to take counsel from a hedge knight," Prince
Maekar declared to his brother.
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A hedge knight cannot challenge a prince. Valarr is second in line
to the Iron Throne. He is Baelor Breakspear's son, and his blood is
the blood of Aegon the Conqueror and the Young Dragon and Prince Aemon
the Dragonknight, and I am some boy the old man found behind a pot
shop in Flea Bottom.
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It would be a good day for hedge knights, for men in plain mail on
unbarded horses.
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"A hedge knight is the truest kind of knight, Dunk," the old man
had told him, a long long time ago.
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unk chewed, swallowed, and tore off some more bread. "Why did you do
it? Was it some jape, to make a fool of the stupid hedge
knight?".
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"One need not intend harm to do it. Aegon should have come to me when
he saw what his brother was doing to those puppeteers. Instead he ran
to you. That was no kindness. What you did, ser . . . well, I might
have done the same in your place, but I am a prince of the realm, not
a hedge knight. It is never wise to strike a king's grandson in anger, no matter the cause."
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"Why?" Prince Maekar demanded, leaning forward toward his son. "Are
you afraid to face this hedge knight alone, and let the gods
decide the truth of your accusations?"
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Why would six strangers risk their own lives to defend a hedge
knight against two royal princelings? "Your Graces, my lords," he
said, "what if no one will take my part?"
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I've failed them. I am no champion. I'm not even a hedge knight.
I am nothing.
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It was laughing. "Are you dead yet, hedge knight?" it asked. "Cry
for quarter and admit your guilt, and perhaps I'll only claim a hand
and a foot. Oh, and those teeth, but what are a few teeth? A man like
you can live years on pease porridge."
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Maekar chewed on that a time, mouth clenched beneath the silvery-pale
beard that made his face seem so square. "It's not bloody likely," he
said harshly. "The realm has as many hedge knights as hedges, and
all of them have feet."
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"Me?" Dunk's mouth opened and closed and opened again. "Egg . . .
Aegon, I mean, he is a good lad, but, Your Grace, I know you honor me,
but . . . I am only a hedge knight."
The Sworn Sword
This prequel is a novella and has no chapter names.
Whoever heard of a sweaty dragon? He would gladly have pulled his own
tunic off, but it would not be fitting. A hedge knight could ride bare
naked if he chose; he had no one to shame but himself. It was
different when your sword was sworn.
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"A sworn sword owes his lord the
truth."
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"No, m'lord," said Dunk. "They will not serve." A sworn sword owes
his liege service and obedience, but this is
madness.
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Dunk had to remind himself of why Ser Eustace had sent him here. "My
sword is sworn to my lord of Osgrey, m'lady," he said, "and that's the way it is."
The Mystery Knight
This prequel is a novella and has no chapter names.
"I can make sweet song with either lance or resined bow, as it
happens. Every wedding needs a singer, and every tourney needs a
mystery knight. May I join you? .
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Then Pimm must fall! So must they all! The mystery knight prevails
against all challengers, and wonder dances in his wake." A guardsman
took the Fiddler by the arm. "Ser Duncan, it seems that we must part,"
he called as they helped him down the
steps.
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"Sixteen years ago." Dunk's mellow winey haze was gone. He felt angry,
and near sober. "Lord Butterwell's steward is the master of the games,
a man named Cosgrove. Find him and enter my name for the lists. No,
wait… hold back my name." With so many lords on hand, one of them
might recall Ser Duncan the Tall from Ashford Meadow. "Enter me as the
Gallows Knight." The smallfolk loved it when a Mystery Knight
appeared at a tourney.
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"Wait here," Dunk told Egg. The boy had hold of Thunder's lead. The
big brown destrier was laden with Dunk's arms and armor, even to his
new old shield. The Gallows Knight. What a dismal mystery knight I
proved to be.
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Lord Butterbutt would have me believe that Prince Maekar sent you
here, to sniff out this rebellion in the guise of a mystery
knight. Is that the truth of it?"
