What is the purpose of act 3, scene 6 of Macbeth?

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Act 3, scene 6 of William Shakespeare's Macbeth is a very short scene of little more than fifty lines sandwiched between two scenes involving the Witches.

The first Witch scene, also very short, involves Hecate, the leader of the Witches, who scolds the Witches for interacting with Macbeth and making prophecies to him without her.

Many scholars believe that this scene with Hecate, which is often cut from modern productions of Macbeth, wasn't written by Shakespeare at all, but might have been added by another playwright at some time after 1605/06, when Shakespeare wrote Macbeth, and before the publication of Macbeth in the First Folio in 1623.

The scene directly after act 3, scene 6 is the famous "Double, double toil and trouble; / Fire burn, and cauldron bubble" scene involving the Witches, Macbeth, and several apparitions who make further prophecies to Macbeth.

Act 3, scene 6 involves only two characters, Lennox and a Lord. Lennox is a nobleman and warrior who has been suspicious of Macbeth since the moment he and Macbeth went together to look at the body of the murdered Duncan at Macbeth's castle.

In this scene, Lennox and the Lord are standing outside Duncan's former castle at Forres, and Lennox is basically thinking out loud to the Lord about what has occurred up to this point in the play.

It occurs to Lennox that anybody who had any serious dealings with Macbeth is dead, but Macbeth has somehow escaped any suspicion or consequences for those deaths.

Duncan's death was first blamed on his guards (who were conveniently killed by Macbeth), then on his sons, Malcolm and Donalbain. The irony is that the audience knows that Macbeth killed Duncan, and that Lennox's suspicions about Macbeth are well-founded.

Banquo's death is blamed on his son, Fleance, who fled the scene of Banquo's murder, much as Malcolm and Donalbain fled Scotland after their father's death. Again, the audience knows that Macbeth ordered the murder of Banquo and Fleance, but that Fleance barely escaped with his life.

Lennox and the Lord's reference to Macbeth as "tyrant" rather than "king" are a clear indication that both of them suspect that Macbeth had an "accursed" hand in all of these murders.

The Lord tells Lennox that Malcolm has fled to England, and that Macduff has followed him there. They've persuaded the English King to join them against Macbeth, and plans are being made to invade Scotland, remove the "tyrant," restore order to the "suffering country," and relieve Scotland's people from Macbeth's oppression.

In time, Lennox and his soldiers will join with Malcolm and Macduff against Macbeth

Nevertheless, Macbeth needn't worry. In the "Double, double toil and trouble" scene that follows, Macbeth learns from the Witches and the apparitions that "[N]one of woman born / Shall harm Macbeth" (4.1. 88-89), and that "Macbeth shall never vanquish’d be until / Great Birnam Wood to high Dunsinane Hill / Shall come against him" (4.1.103–105).

By the end of the play, the irony of those prophecies will also become clear.

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By this point, Macbeth has killed Duncan, his two guards, and Banquo. He also acted strangely at a banquet where he saw Banquo’s ghost, when he all but admitted to his crimes. In Act III, Scene VI, Lennox ponders over Macbeth’s behavior: “Things have been strangely borne.” He first points out how Macbeth cared for King Duncan, yet he is dead. Macbeth’s friend Banquo was also killed, perhaps by his son Fleance. If taken at face value, they are to believe that both Duncan and Banquo were killed by their own sons, which is “monstrous” and unusual.

Lennox does not outright say that he suspects Macbeth, perhaps for fear of being overheard. Instead, he praises Macbeth’s behavior, noting how the king’s death “did grieve Macbeth” and how he “nobly” and “wisely” killed the two men who seemed to have committed the murder. However, the other Lord refers to the country’s leader as a “tyrant.” He relates the plan to gather Macduff, Malcolm, and other lords in order to challenge the current king. This all foreshadows Macbeth’s downfall at the hands of an army and Macduff himself. The scene is small, but it signals shifting loyalty amongst Macbeth’s acquaintances and friends and their awareness that their “suffering country” is “Under a hand accursed!”

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With all due respect to tthakkar, Macbeth was actually performed for King James I.  This play would have had some special significance to King James as he was one of those descendants of Banquo - the line of kings shown in the mirror during the witches' prophecies. 

This show of respect to King James from Shakespeare is why it was so easy for the king to commission Shakespeare's troupe as "The King's Men."

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In this scene, Lennox hints at his belief that Macbeth is responsible for the deaths of the king and Banquo.  The purpose is to let the audience know that Macbeth's people do not trust him, foreshadowing his eventual downfall.

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