Alain had his gun (a large pistol) which looks something like this, his gunna (a leather haversack containing a change of clothes, a bedroll, a couple of maps, and some beef jerky and water), and a hunting knife, as well as two bandoliers of bullets, mostly empty.

Éowyn had nothing: she was taken from her bed, and besides her wedding ring and nightgown, wasn't carrying anything.

Sansa had a very fine gown, an amethyst hairnet, a belted purse with a few coins, and a thick cloak.