This hilarious video shows Lena Headey with Jimmy Kimmel in his show. They drink wine and insult each other Game of Thrones style.
Example:
Kimmel: Should I pour the drink?
Lena: Don't touch it.
------
Lena: That is a lovely tie. It's a shame it's around such a worthless neck (boom!)
Kimmel: Thank you for coming today. I know you have a busy schedule doing sex with your brother must be so exhausting.
-----
Jimmy: It's always so nice having you on the show. It's a pity that this is the last time.
Lena: The last time... I believe your wife must say that to you every night.
Lena is the master but Kimmel held fairly well against the cunning Cersei!