Next episode shows that the underground collapse wasn't as complete as it was implied to be. Both Cersei and Jamie are alive, however Cersei's legs are utterly trapped beneath the rubble. She begs Jamie to mercy kill her. He reaches out, and chokes the life out of her.
They do survive, but Jaime's legs get crushed instead. He's free, but he can't walk, so Cersei has to carry him out. During the exodus, he holds on too tight with his ornament around her neck...
Drax the Legend, Captain of the Fist, The Starwalker, The Jade Slayer