Daenerys Targaryen's' abusive brother Viserys got his comeuppance in season 1 when Khal Drogo dumped molten gold on his head.
Just when Daenerys is beginning to get comfortable in her role as Khaleesi in season 1, Khal Drogo is rendered catatonic by a poison blade, completely sabotaging any near-term hopes of conquering Westeros.
Ned Stark's execution by newly coronated King Joffrey in season 1 established exactly what kind of story this is: one in which nobody is safe, even the characters who go on the DVD box art.
Renly Baratheon, one of the five kings vying for the throne of Westeros, was killed in season 2 by a ghost that was birthed by Melisandre and fathered by his brother Stannis. Yeah, I know.
In season 3, some members of the Night's Watch revolted against Lord Commander Jeor Mormont rule during an excursion north of the wall, killing him.
Robb Stark, Catelyn Stark and Talisa Stark were ambushed by the Freys at the Red Wedding, at the behest of the Lannisters, pretty much ending House Stark's threat to King Joffrey.
King Joffrey was poisoned at his own wedding early in season 4, dying in exactly the horribly painful way he deserved.
Littlefinger married Lysa Arryn during season 4, then shoved her out of the Moon Door at the Vale.
The Red Viper, Oberyn Martell, almost had his revenge against the Mountain, the man who raped and murdered his sister. But he didn't finish the job and instead ended up having his skull crushed in probably the most viscerally disturbing death in the whole series.
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Ygritte, badass marksman and forbidden lover of Jon Snow, died in battle at Castle Black near the end of season 4.
Always sorta doomed to be Moses, Jojen Reed is slaughtered by a wight just outside the treehouse of the Children of the Forest in the far north of Westeros at the end of season 4.
Thanks to some help from Varys, Tyrion escaped execution for the murder of Joffrey (which he didn't commit) at the end of season 4. On his way out, he found Shae in his father Tywin's bed. So he murdered her, and shot Tywin with a crossbow as Tywin sat on the toilet. Fitting.
Mance Rayder refused to bow to Stannis, and he got burned alive for his stubbornness.
The aging warrior Barriston Selmy died in Mereen fighting against an uprising of the Sons of the Harpies in season 5.
Janos Slynt was a total monster for a long time, and Jon Snow taking his head was a big moment. A coming of age for the young Lord Commander. Still, it was hard to believe he'd actually do it.
Myrcella, daughter of Cersei and Jaime Lannister, was murdered in season 5 by Ellaria Sand with a delayed-action poison delivered by a kiss.
Stannis burned his daughter Shireen alive in a sacrifice intended to help him take Winterfell, in the most upsetting death on the show thus far. It didn't work, and he deservedly met his own end shortly thereafter.
In an unbelievable cliffhanger at the end of season 5, Jon Snow was murdered by his brothers in the Nights Watch. Will he return? UPDATE: LOL whoops, nevermind.
Doran Martell, ruler of Dorne, was the victim of a coup in the season 6 premiere. Ellaria Sand took his ass down.
Another victim of Ellaria Sand's coup in the season 6 premiere, Trystane Martell took a spear through the face from one of the Sand Snakes.
Roose Bolton was stabbed in the gut by his legitimized bastard Ramsay in a coup that is apparently being aided by House Karstark.
Walda Bolton and her newborn son were eaten by dogs in Ramsay's coup of House Bolton. So horrible.
Balon Greyjoy was thrown off a really high bridge by his younger brother Euron, emerging from the far east to apparently make a surprise bid for power.
Professional Thorne in Jon Snow's ass Alisser Thorne finally gets got, and the horrible child Olly gets hung alongside him. Finally, something to feel good about.
Osha attempted to murder Ramsay, but he saw it coming and got her first.
Khal Moro (and all the other Khals) learned the hard way that they should probably let Daenerys do what she wants. Now they're all burned up.
Hodor was killed holding the door to the cave of the Three-Eyed Raven so Meera and Bran could escape. Sigh, Hodor.
After a lifetime of turmoil, the Hound found peace thanks to the Elder Brother and his small religious community on Quiet Isle. But then the Brotherhood Without Banners murdered the Elder Brother and all Sandor's new friends.
Arya finally took out her nemesis the Waif by forcing their final battle to take place in the dark -- something Arya has plenty of practice with thanks to her previous bout of blindness.
Rickon Stark died as some kind of twisted way of kicking off the Battle of the Bastards, because Ramsay is a horrific person.
The greatest badass who ever lived, Wun Wun certainly had his say in the Battle of the Bastards, literally ripping a man in two with his bare hands and taking down the gate of Winterfell when Ramsay retreated behind its walls. But a few dozen arrows were too much even for a giant.
Ramsay Bolton was eaten by his own dogs. Perfect.
Grand Maester Pycelle was murdered by a bunch of children at the behest of Qyburn to prevent him from interfering with Cersei's plan to blow up the Sept of Baelor.
Speaking of Cersei's plan to blow up the Sept of Baelor, she managed to kill Margaery Tyrell, Loras Tyrell, the High Sparrow (pictured having the flesh burned off his bones), Lancel Lannister, Mace Tyrell, Kevan Lannister and a whole bunch of other people, including the bulk of the Faith Militant.
Cersei tried to save her son, King Tommen Baratheon, from being blown up by having the Mountain keep him from going to the Sept. Unfortunately, after seeing the Sept blow up with his wife inside, Tommen decided to kill himself by jumping out his window in the Red Keep.
Walder Frey was served a pie that contained pieces of some of his family members (though he didn't eat it!) before it was revealed that the girl who served it to him was actually Arya Stark wearing someone else's face. And then Arya cut Lord Walder's throat.
The first major deaths of season 7 came when Euron Greyjoy's Iron Fleet assaulted Yara Greyjoy's Iron Fleet. Yara and Ellaria San were captured, Theon ran away, and two of the Sand Snakes were killed during the battle by Euron himself. RIP Obera Sand (Keisha Castle-Hughes) and Nymeria Sand (Jessica Henwick).
Cersei decided to murder Ellaria Sand's last remaining daughter, Tyene (Rosabell Laurenti Sellers), using the same poison that Ellaria used to kill Myrcella back in season 5.
Olenna Tyrell finally bit the dust when the Lannister army took the Tyrell home at Highgarden. Jaime offered Lady Olenna an easy way out: with poisoned wine. Which Olenna accepted.
Dickon and Randyll Tarly, best known for being Samwell Tarly's brother and father, were burned alive by Drogon when they refused to bend the knee to Daenerys after they were soundly defeated in that big loot train battle.