"Courtesy of InsideTV, the premiere airing of “Baelor” tied Game of Thrones’ highest ratings from the previous week with 2.7 million viewers at 9 p.m. It was down slightly for the night’s overall count (3.4 million from 3.6), though the numbers are still impressive for an HBO show that aired the same time as the Dallas Mavericks/Miami Heat game."
"TV by the Numbers breaks down the show's rise in ratings, peaking with Sunday's finale at 3.9 million viewers, combining both the first and second airings of the show. Add in latecomers watching the show via DVR and on-demand services, and the numbers jump to an average of 8.3 million."
The show is averaging 8.1 million viewers per episode once the TiVo/DVR numbers are accounted. It's kicking ***, and if none of the cast actually die during the interim, it should continue to do so.