Here is the list of animated histories and lore on the Game of Thrones season two Blu-ray.

Greyjoy Rebellion - three separate tellings by Robb Stark (Richard Madden), Theon Greyjoy (Alfie Allen) and Stannis Baratheon (Stephen Dillane)
Robert’s Rebellion - four separate tellings by Stannis Baratheon, Davos Seaworth (Liam Cunningham), Margaery Tyrell (Natalie Dormer), and Catelyn Stark (Michelle Fairley)
House Tyrell - narrated by Margaery Tyrell
House Greyjoy - narrated by Theon and Yara Greyjoy (Gemma Whelan)
House Clegane - narrted by Sandor Clegane (Rory McCann)
The Free Folk - narrated by Ygritte (Rose Leslie)
The Night’s Watch - narrated by Ygritte
Dragonstone - narrated by Stannis Baratheon
Harrenhal - narrated by Catelyn Stark
The Free Cities - narrated by Jorah Mormont (Iain Glen)
Qarth - narrated by Xaro Xhoan Daxos (Nonso Anozie)
The Drowned God - narrated by Yara Greyjoy
The Alchemist Guild - narrated by Wisdom Hallyne (Roy Dotrice)
The Warlocks - narrated by Xaro Xhoan Daxos