"The Seven-Pointed Star":

the High Sparrow discussing the Faith of the Seven

"The Faith Militant":

the High Sparrow discusses the Faith Militant

"Volantis":

Varys describes the Free City of Volantis

"Braavos":

Tycho Nestoris gives an in-depth description of Braavos

"The Faceless Men":

Tycho Nestoris discusses the mysterious guild of assassins
known as the Faceless Men

"Winterfell":

Roose Bolton gives his views on Winterfell

"The Lord Commanders":

Ser Alliser Thorne discusses past Lord Commanders of the
Night's Watch.

"Robert's Rebellion":

Barristan Selmy's perspective. Barristan Selmy recounts
how he was named to the Kingsguard, saw King Aerys descend
into madness but revered Prince Rhaegar Targaryen. Barristan
describes the fateful Tourney at Harrenhal, the ensuing War
of the Five Kings, and how he fought beside Rhaegar at the
Battle of the Trident where he was killed.

"Dorne":

Ellaria Sand narrates a brief history of Dorne from the
migration of the First Men to the present day.

"The Fighting Pits of Meereen":

Daario Naharis discusses the fighting pits of Meereen,
famous for their gladiatorial games.

"The River Rhoyne":

Varys talks about the Rhoyne.

"The Many-Faced God":

a man known as "Jaqen H'ghar" discusses the Many-Faced God,
the syncretic god of death worshiped by the cult of
assassins known as the Faceless Men.

"Greyscale & The Stone Men":

Qyburn discusses the dreaded plague known as Greyscale,
and its advanced victims known as "Stone Men".

"The Great Masters of Meereen":

Missandei of Naath discusses the self-styled "Great Masters",
the powerful aristocratic slaver families that rule over
Meereen, largest city in Slaver's Bay.

In addition to the regular Histories & Lore videos (which add
up to around 52 minutes, as in past seasons), the Season 5
Blu-ray includes a extra 20 minute long animated Histories &
Lore video: "The Dance of Dragons": The great Targaryen civil
war known as the Dance of the Dragons is discussed by Shireen
Baratheon, Viserys Targaryen, Oberyn Martell, Robert Baratheon,
Catelyn Stark, and Joffrey Baratheon.