I still get chills when I think about King Theoden's rousing speech at the Battle of Pelennor Fields. A mash-up of his various motivational calls to arms across the books (with some of Eomer's lines thrown in for good measure), it shows a fearless leader doing everything in his power to fight for what's good in this world. I've recreated the scene on the tabletop and as best I can in videogames, but the new Dawnless Days mod for Total War Atilla might be my best chance of embodying the Rohirrim leader.
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