Made famous by George R.R. Martin's book "A Game of Thrones" and mainstream by the HBO adaption "Game of Thrones".
1. A prostitute or mistress.
2. A loose girl you can do anything with in utter secrecy and never have it reach the light of day.
Samwell Tarley: "I know for a fact that some of the officers go to that brothel in Mole's town. I wouldn't doubt it. Don't you think it's a little bit unfair? Making us take our vows while they sneak off for a little Sally on the side?"
Jon Snow: "Sally on the side?"