Ralof :
"Hey, you. You're finally awake. You were trying to cross the border, right? Walked right into that Imperial ambush, same as us, and that thief over there."

Lokir :
"Damn you Stormcloaks. Skyrim was fine until you came along. Empire was nice and lazy. If they hadn't been looking for you, I could've stolen that horse and been half way to Hammerfell. You there. You and me -- we should be here. It's these Stormcloaks the Empire wants." 

Ralof :
"We're all brothers and sisters in binds now, thief."

Imperial Soldier:
"Shut up back there!"

[Lokir looks at the gagged man.]

Lokir :
"And what's wrong with him?"

Ralof :
"Watch your tongue! You're speaking to Ulfric Stormcloak, the true High King."

Lokir :
"Ulfric? The Jarl of Windhelm? You're the leader of the rebellion. But if they captured you... Oh gods, where are they taking us?"

Ralof :
"I don't know where we're going, but Sovngarde awaits."

Lokir :
"No, this can't be happening. This isn't happening."

Ralof :
"Hey, what village are you from, horse thief?"

Lokir :
"Why do you care?"

Ralof :
"A Nord's last thoughts should be of home."

Lokir :
"Rorikstead. I'm...I'm from Rorikstead."

[They approach the village of Helgen. A soldier calls out to the lead wagon.]

Imperial Soldier:
"General Tullius, sir! The headsman is waiting!"

General Tullius:
"Good. Let's get this over with."

Lokir :
"Shor, Mara, Dibella, Kynareth, Akatosh. Divines, please help me."

Ralof :
"Look at him, General Tullius the Military Governor. And it looks like the Thalmor are with him. Damn elves. I bet they had something to do with this. This is Helgen. I used to be sweet on a girl from here. Wonder if Vilod is still making that mead with juniper berries mixed in. Funny...when I was a boy, Imperial walls and towers used to make me feel so safe."

[A man and son watch the prisoners pull into town.]

Haming :
"Who are they, daddy? Where are they going?"

Torolf :
"You need to go inside, little cub."

Haming :
"Why? I want to watch the soldiers."

Torolf :
"Inside the house. Now."

[The wagon stops near the chopping block.]

Lokir :
"Why are they stopping?"

Ralof :
"Why do you think? End of the line."