The real Cersei-like "Walk of shame"

 (An article by Rebecca Hawkes read on 17 Jun 2015 on Daily Telegraph)

In Game of thrones, after a time imprisoned by the Faith of the Seven, Queen Cersei confesses to having committed adultery with her cousin, and is condemned to perform a walk of atonement, which is a public ritual of punishment and penance in the Faith of the Seven. It demands a confessed sinner to walk a certain distance stripped of all clothing, exposed to the eyes and jeers of the population. 

Jane Shore, mistress of King Edward IV, was punished that way after Edward died," he explained. "It wasn’t a punishment ever inflicted on men. It was a punishment directed at women to break their pride. And Cersei is defined by her pride."

Jane Shore herself, it transpires, was in fact named Elizabeth Shore (the name "Jane" appears to be a mistake, passed down through history after it was invented by a playwright in the 17th century).

A notably beautiful woman (according to contemporary accounts), she was mistress to not just the King, but to several other noblemen. But when Edward died, in 1483, he was succeeded by his brother Richard, who initially ruled as Lord Protector but later became Richard III – and who was none too fond of Shore.

Accused by the new monarch of conspiracy and promiscuity, the former king's mistress, who would have been in her late 30s at the time, was forced to carry out a walk of penance through the streets of London, before being sent to Ludgate prison.

Unlike her fictional counterpart, however, Shore was at least permitted to wear her undergarments during the walk. She also seems to have been a lot luckier than Cersei. Despite being sent to prison, she was later released, after the King's Solicitor General, Thomas Lynom, fell in love with her; she ended up living out the rest of her life as a relatively "respectable" married woman.