It's the 50th anniversary of Sesame Street, which now airs on HBO. To celebrate, the channel put together some short segments on respect, including Elmo intervening in a key moment on Game Of Thrones. Watch it here.
And yes, I thought it was weird that Sesame Street characters were appearing in R-rated shows that the "Street" target audience would never be allowed to watch. But I realized that the clips (which also include Cookie Monster appearing in a Westworld scene) are REALLY targeted to the adults watching HBO throughout the day.