That's a Night's Watch CLOAK.
Game of Thrones Season 2, Episode 8
No matter whose CLOAK
you wear, Lannister, Stark, Baratheon,
Game of Thrones Season 3, Episode 4
You're wearing a black CLOAK again.
Game of Thrones Season 4, Episode 10
You can hide the book under your CLOAK.
Game of Thrones Season 3, Episode 5
You may now CLOAK the bride and
bring her under your protection.
Game of Thrones Season 3, Episode 8