Warning: spoilers ahead.
Maester Pycelle: Brutally stabbed to death by Qyburn's — formerly Varys' — little birds aka orphan street children.
Death: Season 6, episode 10 ("The Winds of Winter")
King Tommen: Left alone and overcome by the murders of everyone in the Great Sept, including his love Margaery, Tommen flung himself from his bedroom window in the Red Keep.
Death: Season 6, episode 10 ("The Winds of Winter")
The High Sparrow, Margaery Tyrell, Loras Tyrell, Mace Tyrell, and everyone else in the Great Sept: After a lot of promises that she would burn King's Landing to the ground, Cersei finally unleashed stocks of wildfire underneath the Great Sept, killing everyone at the trial.
Death: Season 6, episode 10 ("The Winds of Winter")
Ramsay Bolton: Eaten alive by his own starving hounds.
Death: Season 6, Episode 9 ("Battle of the Bastards")
Wun-Wun: After numerous injuries in the battle for Winterfell, Ramsay Bolton shot the arrow that killed the giant.
Death: Season 6, episode 9 ("Battle of the Bastards")
Rickon Stark: Ramsay Bolton shot him dead with an arrow.
Death: Season 6, episode 9 ("Battle of the Bastards")
The Waif: Killed by Arya Stark in an unseen duel.
Death: Season 6, episode 8 ("No One")
Brynden Tully, aka Blackfish: Died in battle over Riverrun.
Death: Season 6, episode 8 ("No One")
Hodor: Killed by wights while Bran and Meera escaped a White Walker attack.
Death: Season 6, episode 5 ("The Door")
Three-Eyed Raven: Slashed by the Night King's sword.
Death: Season 6, episode 5 ("The Door")
Khal Moro: Burned alive along with all the other khals by Daenerys Targaryen.
Death: Season 6, episode 4 ("Book of the Stranger")
Osha: Stabbed in the neck by Ramsay Bolton.
Death: Season 6, episode 4 ("Book of the Stranger")
Walda Bolton: Mauled to death by hounds along with her newborn son, on the orders of Ramsay Bolton.
Death: Season 6, episode 2 ("Home")
Balon Greyjoy: Thrown from a bridge by brother Euron Greyjoy.
Death: Season 6, episode 2 ("Home")
Roose Bolton: Stabbed by Ramsay Bolton.
Death: Season 6, episode 2 ("Home")
Trystane Martell: Impaled through the back of the head by Obara Sand.
Death: Season 6, episode 1 ("The Red Woman")
Jon Snow: Stabbed to death by traitors of the Night's Watch. But... brought back by Melisandre.
Death: Season 5, episode 10 ("Mother's Mercy")
Resurrection: Season 6, episode 2 ("Home")
Doran Martell: Stabbed in the chest by Ellaria Sand.
Death: Season 6, episode 1 ("The Red Woman")
Stannis Baratheon: Killed by Brienne during a siege on Winterfell.
Death: Season 5, episode 10 ("Mother's Mercy")
Selyse Baratheon: Committed suicide after sacrificing her daughter.
Death: Season 5, episode 10 ("Mother's Mercy")
Myrcella Baratheon: Kissed by Ellaria Sand, whose lips were coated with poison.
Death: Season 5, episode 10 ("Mother's Mercy")
Shireen Baratheon: Burned to death by Melisandre to create blood magic.
Death: Season 5, episode 9 ("The Dance of the Dragons")
Gregor Clegane aka The Mountain: Killed by poison on Oberyn Martell's sword after winning their duel. But... brought back to life (or the undead) by Qyburn.
Death: Season 4, episode 10 ("The Children")
Resurrection: Season 5, episode 2 ("The House of Black and White")
Tywin Lannister: Killed by his son Tyrion Lannister with a crossbow.
Death: Season 4, episode 10 ("The Children")
Shae: Strangled to death by Tyrion Lannister.
Death: Season 4, episode 10 ("The Children")
Ygritte: Shot with an arrow by Olly.
Death: Season 4, episode 9 ("The Watchers on the Wall")
Oberyn Martell: Killed in a duel with Gregor Clegane.
Death: Season 4, episode 8 ("The Mountain and the Viper")
Joffrey Baratheon: Poisoned by Olenna Tyrell.
Death: Season 4, episode 2 ("The Lion and the Rose")
Catelyn Stark: Throat slit by Black Walder during the Red Wedding.
Death: Season 3, episode 9 ("The Rains of Castamere")
Robb Stark: Stabbed in the heart by Roose Bolton during the Red Wedding.
Death: Season 3, episode 9 ("The Rains of Castamere")
Talisa Stark: Stabbed repeatedly by Lothar Frey during the Red Wedding.
Death: Season 3, episode 9 ("The Rains of Castamere")
Renly Baratheon: Assassinated by a magical shadow creature birthed by Melisandre.
Death: Season 2, episode 5 ("The Ghost of Harrenhal")
Khal Drogo: Smothered with a pillow by Daenerys while in a magically-induced vegetative state.
Death: Season 1, episode 10 ("Fire and Blood")
Ned Stark: Beheaded by the order of Joffrey Baratheon.
Death: Season 1, episode 9 ("Baelor")
Robert Baratheon: Mortally wounded while trying to kill a boar during hunting.
Death: Season 1, episode 7 ("You Win or You Die")
Viserys Targaryen: Covered in hot, melted gold by Khal Drogo.
Death: Season 1, episode 6 ("A Golden Crown")
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