The Inn at the Crossroads (also called the Crossroads Inn) is a popular stop for travelers on the Kingsroad. It is so-named because it lies at the meeting point of major roads which run north-south and east-west. The Kingsroad runs north to Winterfell and south to King's Landing. The River Road runs west into the Riverlands. At the crossroads, however, the name of the highway running west-east changes, becoming known as the Eastern Road which runs to the Vale of Arryn.
The inn (and the crossroads) is also located close to the banks of the Trident River, as well as the main crossing point of the Trident at Ruby Ford where the Kingsroad passes over it. The inn is run by Masha Heddle.
King Robert Baratheon's party rests at the Crossroads Inn on its way from Winterfell to King's Landing. Joffrey is wounded in an altercation with Arya's direwolf on the riverbank. The Hound kills Arya's friend Mycah, the butcher's boy.
Catelyn and Ser Rodrik Cassel stop at the inn on their way back to Winterfell, where they are accosted by the singer Marillion. Tyrion then arrives and Catelyn calls on several knights present loyal to her father to help her take him into custody. She loudly tells everyone in the inn that she is taking Tyrion to Winterfell, but instead travels east to the Eyrie.
The Brotherhood Without Banners stop here, along with Arya Stark and The Hound. Arya confronts The Hound about what happened last time they were here. Hot Pie decides to stay and work at the Crossroads Inn and bids farewell to "Arry" and Gendry. 
When Brienne and Podrick set out from King's Landing in search of Sansa, they stop at the inn for the night. They order a pleasant meal consisting of kidney pie, and are served by the cook - Hot Pie, who has continued to work at the inn since Arya departed. Hot Pie is excited that they enjoy his kidney pie, and goes on at length about how important it is to get the gravy right. Annoyed, Brienne explains that they are looking for Sansa and asks if he has heard anything about her. Hot Pie's initial reaction is to get nervous, say the Starks are traitors, and leave. The next day, as Brienne and Podrick are saddling up their horses to leave, Podrick warns Brienne that she really shouldn't specifically ask about Sansa by name, because the Lannisters are offering a large amount of money to anyone who helps recapture her - enough money for people to kill over (which will endanger Brienne and Podrick, as well as anyone who might want to help them).
Just then, Hot Pie shyly comes out of the inn and admits that he actually does have some information that may help them. He doesn't know anything about Sansa, but he had been travelling with a girl named Arya. Brienne is surprised, and says that Sansa's younger sister Arya hasn't been seen since her father was executed at the beginning of the war, and she was presumed dead. Brienne asks for the short and quick explanation, so Hot Pie summarizes that Arya managed to escape King's Landing disguised as a boy in a group of Night's Watch recruits, but they were attacked by Lannister soldiers and taken as prisoners to Harrenhal, which they eventually escaped from only to be captured by the Brotherhood Without Banners, who intended to return Arya to her relatives at Riverrun in return for ransom money. The Brotherhood dropped Hot Pie off to work at the Inn in exchange for the meals the innkeeper provided them, and that was the last he saw of Arya. He also recalls that the Brotherhood had taken another prisoner, a great big man with half of his face severely burned, whom Podrick realizes must have been Sandor Clegane.
Before they leave, Hot Pie gives them a gift to give to Arya if they find her: he has spent the past few months refining and perfecting his direwolf-shaped bread, and his latest one came out a lot better than the one he previously gave her (Arya couldn't tell the head from the tail on the last one, but the new one is a perfect replication of the Stark direwolf sigil). As they continue down the road, they realize that the Brotherhood couldn't have returned Arya to Riverrun after the defeat of the Stark-Tully forces at the Red Wedding. Pod recalls from his studies of the current major noble families in Westeros that Arya's only remaining relative who is both free from the Lannisters and wealthy is her maternal aunt, Lysa Arryn, the current regent of the Vale of Arryn. Therefore it is reasonable to assume that anyone trying to ransom Arya would now head for the Eyrie - and by the same logic it is also one of the more likely places that Sansa Stark might try to flee to. They take the fork in the road away from the crossroads onto the Eastern Road, and head for the Vale.
In the books
In the A Song of Ice and Fire novels, the Crossroads Inn was built during the reign of King Jaehaerys I over two hundred years prior to the beginning of the novels. It was Jaehaerys I who ordered the construction of the Kingsroad and other major highways (often over older local roads), which made the eponymous crossroads nearby, and both Jaehearys and his wife Queen Alysanne stayed at the inn once. The inn managed to survive each of the major wars that have ravaged the Riverlands since then, including the Dance of the Dragons, multiple Blackfyre Rebellions, and Robert's Rebellion.
The inn may be at the border between several different lordships, and the borders are known to have shifted during the fractious history of the Riverlands. During the First Blackfyre Rebellion, the inn's lands belonged to House Darry, but apparently the Darrys lost control of them by the War of the Five Kings (possibly stripped as punishment for being Targaryen supporters in Robert's Rebellion).
The inn sits on the north side of the Trident river (after the point when all three forks join into one). In past generations it was located right on the river and had a ferry dock, but the river shifted course during the time of Masha Heddle's grandfather. Masha's grandfather ran the inn before handing it down to her.
The Heddle family themselves actually have a surname because they descend from a poor landless knight named Jon Heddle, who took up work being an innkeeper after receiving a crippling injury. Jon's son was old during the First Blackfyre Rebellion - apparently other people owned the inn during the full century it existed before that. At this point the Heddles don't actually own any land, and other than having a surname they aren't different from other smallfolk.
In the novels, Tywin's army assembles at the Inn for battle with the Stark host bearing down on them from the north. Tywin hangs Masha Heddle for letting Tyrion be taken prisoner on the premises (although there was nothing she could have done to stop Catelyn). Tyrion joins his father's host at the inn and debates strategy with him there. In the TV series, however, the Lannister army assembles much further to the west, the inn is not involved in the battle, and Masha Heddle presumably survives.
After Tywin goes to Harrenhal, Roose Bolton recaptures the crossroads from the Lannisters, and presumably takes the inn with it.
One of Masha's nephews reopening the inn, but the wars have made the roads too dangerous for common folk to travel, so there is little income. He brings in whores, but even that cannot save the business. Some time afterwards he is killed by Rorge. Later, two of Masha's nieces, Jeyne and Willow, reopen the inn for business and it serves as a refuge for orphan children. The Heddles and the inn are now connected with the Brotherhood, and Gendry currently works for them as a smith.
Hot Pie ends up in a different inn named the Inn of the Kneeling Man, whose owners are also collaborators of the Brotherhood.
Brienne and Podrick encounter Rorge's gang at the Crossroads Inn. In the ensuing fight, Brienne kills Rorge and Gendry kills Biter.
Seagard · Wendish Town · Fairmarket · Twins · Harrenhal · Raventree Hall · Stone Hedge · Inn at the Crossroads · High Heart · Acorn Hall · Maidenpool · Pinkmaiden · Stoney Sept · Pennytree · Saltpans · Lord Harroway's Town
|Rivers and lakes:|