Balon Greyjoy technically won the War of the Five Kings.
In "Game of Thrones," the name for the recent battle over the Iron Throne is known as the War of the Five Kings. Joffrey "Baratheon," Renly Baratheon, Stannis Baratheon, Robb Stark, and Balon Greyjoy all named themselves king after Robert Baratheon died. The last one to surivive the war was Balon Greyjoy. He quipped about this to his daughter, Yara — and then he died.
The War of the Five Kings is officially over. Now we're looking forward to a War of the Five Queens in season seven, with Daenerys, Cersei, Yara, and maybe Sansa. We view Margaery as the first casuality of the queens.