Tyrion does go to comfort Sansa in a Storm of Swords.

A Beginning

Against his better judgment, when Tyrion heard Sansa's sobs through the oak door, he went to her. She was curled up on the bed. She had dismissed her maids so that she could grieve alone.

As soon as she heard the door, she stiffened and Tyrion felt another stab of sympathy for this young woman, girl really, that was his wife. He knew that his family was responsible for all of her woes, but she needed someone to comfort her and he, the imp, her husband, was the only option. King's Landing was not a kind place at the moment, least of all to a Stark of Winterfell. He closed the door behind him. She had stifled her sobs and there was no noise save the crackling of the fire.

She was looking at him with a tearstained face, but he could not help finding her beautiful.

"My lord," She greeted him coolly. She straightened herself a bit in an attempt to regain some ladylike composure. He did not believe her pretense, not with her disheveled appearance and those horrible wailing sobs that had called him to her in the first place.

"Sansa, I know that I am not your ideal husband, but know that you do not need to hide from me. Lay down your armor, my lady. You are safe with me in these rooms. I swear it to you." He remained where he was, non-threatening across the room. He would not move closer until he got some sort of sign from his wife.

She drew herself up even more on the bed and considered him for a moment, twisting a sheet in her hands with her lips firmly pressed together, then after a moment she parted them to speak, "I would not presume to doubt my lord's honor. I thank you for your concern my lord, but-"

He interrupted her before she could finish saying her courtesies. He did not need to be a maester to understand that they were leading to a polite, but final refusal.

"You need something Sansa; I swear that you will die of misery if you continue this way." He knew he sounded an over dramatic fool, but she seemed to bring that out in him. He held back a grimace remembering some of the things he had said on their wedding night.

"I need you to let me go, my lord." She said.

That hit him as hard as her implication that she never wished to lay with him. Everything with her was so final. She wanted to escape from all Lannisters and that he understood, but it was not realistic. Not in the world that they lived in. Not now.

"Sansa, that is not possible. I give you what relief and freedom that I can. I know it is not much and I am sorry for it. But the fact remains that although you are now a Lannister, you are also a Stark and as far as anyone knows the heir to Winterfell, so you will be controlled and manipulated by my father as are we all and I'm afraid that a little man like me cannot override him. I will do anything within reason to make you smile again." His lady wife did have a lovely smile, though its appearance was very infrequent and never meant for him.

"Answer me this my lord, is there any way that I may leave King's Landing." She looked at him again with dull eyes.

"Yes," He hesitated and took a small step forward and when he saw that she was not so disgusted by his nearness he took another step and another, until he stood before the fire which began to soothe the soreness in his legs. He starred into the flames for a minute to gather his words and think of how to phrase them in the way that would distress her least.

He turned to face his wife and was startled by the fact that she now stood at the foot of the bed, the fire hitting her hair and her face, and her skin, covered only by her shift which hung askew, showing him more of her then he had seen since their ill-fated wedding night. He felt that strange mix of hunger and self-loathing again.

He swallowed and met her gaze; there was no denying that she was a Stark, he thought bitterly. Her gaze was as hard and unflinching as the North, but there was a slightly different light in her eyes tonight. He saw some hunger of her own and determination, as well as desire. Not the type of desire that he would wish for her to show him, but a desire for freedom.

She was holding her breath and it pained him that what he was about to say would not give her an easy choice.

"Yes," He repeated, "there is one way that you may leave King's Landing and all Lannisters save me, but as I am the littlest, I hope that you will not mind so much." The jape was rather flat and awkward.

She continued to look at him in the same manner.

"My father, it seems, is more concerned with the legitimacy of our marriage than anything else. He has told me that he fears that our marriage may be annulled and that the Lannisters will lose claim to Winterfell and the North. He has demanded that we consummate our marriage. He has constantly since our marriage and I have repeatedly told him no. I can continue to put it off if we remain here, but if we wish to leave...we must do as my father commands."

She flinched then and he knew why and hated himself for it, for her disgust. She did not wish to take comfort in his embrace, one of the only things that were his to give her.

He continued, "And there is more. My father seems to believe that Winterfell would be won should I get you with child."

Now she actually appeared nauseated.

"This is the only way I can think of for you to be able to leave King's Landing. Once we are gone, we could go anywhere you like, any part of the Seven Kingdoms, Braavos, or any of the free cities that perhaps you would prefer..."

He looked at her again, waiting. That was all he ever did with his wife.

Her gaze was still stone, but when she spoke, she sounded nervous, her voice scarce above a whisper. "So, we could leave as soon as a maester could confirm that I am with child?"

He could hardly contain an expression of surprise, "Yes, that is just so. My father would not be able to come up with another reason to trap us here."

She then reached for her shift and pulled it over her head, letting it fall to the floor, leaving her completely bare to his gaze. "Let's get on with it then, my Lord."

"Sansa, you should take more time to think this over. This cannot be what you wish." Tyrion replied, incredulous.

"Do you recall my Lord, what you said earlier about making me happy? Nothing will make me happier than leaving this place and I will do whatever I must to do so."

Sansa came to him then and for the first time in their marriage; she touched him of her own free will. She knelt on the floor in a way so that her face was looking up at him and took one of his hands in both of hers.

"Do not make me beg, my Lord."

She had finally bent those stiff Stark knees to him and he did as she commanded. He leaned forward, and gently brushed her lovely auburn hair off her shoulder and kissed the soft, pale skin that he uncovered.

"I will do what you ask of me. I have one request however."

She gazed up at him, mistrust in her eyes. "What, My Lord?"

He traced a blunt finger across her cheek and softly over her lower lip. "That when we are alone together, that you call me Tyrion."

His words did not put her at ease like he had hoped and so he dropped his hand from her face and waited for a sign from Sansa. He watched as her cold exterior fell.

"Please be gentle." She breathed out finally, like a prayer. It nearly broke him, how young and fragile she sounded, though a married woman, she still had a maiden's fears.

"Sansa, I do not have it in me to be any other way with you." He spoke honestly.

Her look softened a little then and she took one of her hands from his and let it wander to his face. She tentatively cupped one of her husband's cheeks in her hand and said "Then take me to bed, Tyrion."

He gently pulled her towards the bed and she followed.

Although she would not speak of her grief to him, perhaps she trusted him a little.