While he's in King's Landing to throw the crown off his scent, Tony asks Jon to take the armor and assume the Iron Man's identity. Later this is de-composited when Jon becomes Centurion, a version of War Machine, but wearing the equivalent of the Silver Centurion suit.
A man Varys meets that goes by Nikolos Fury is also a surviving Gerion Lannister.
The Night's Queen takes Sansa's body to gain her appearance. Her actions and what she says during the Cowpie Riot reveal she’s also Hela, the Goddess of Death.
A Crack of Thunder
In an in-universe case, the Norse gods are kept exactly the same, and have simply been combined into the Seven over the years. Thor points out the ways in which they've been diverted from their true selves.
Another in-universe case, in Chapter 15 Thor reveals that he’s the Storm God the Ironborn fear, and that the Drowned God is Ægirnote Who may be an Asgardian, though the Ægir of Norse mythology was a sea jotunn who was friends with the gods. Though he also reveals that they're not enemies, and the Drowned God nickname came from Ægir being thrown in a pond by Sif for trying to bed her.
Natasha Romanoff becomes Oberyn Martell's eldest daughter, born before Obara Sand, and after being legitimized becomes Jon's betrothed.
The stories of the Night's King in this universe speak of him having a gauntlet of infinite power, which implies that he's Thanos- this is later outright confirmed by the Guardians.
While Doom goes by Viktor, he's also equivilant with Xaro as Dany's host in Qarth.
Illyrio Mopatis is the equivalent of Franklin Storm.
In Book 2, after he swears vengeance upon the Lannisters for killing Sansa, Ned begins killing every Lannister he or his men can get their hands on, and starts being referrred to as The Punisher, complete with a vaugely skull-shaped sigil on his breastplate and a war journal.
Going by Jojen's visions, Arya will become Shadowcat (confirmed), and Bran will be the Vision.
Also foreshadowed by one of Bran's visions, Rickon becomes the equivalent to Peter "Star Lord" Quill.
Melisandre ultimately turns out to be Amora the Enchantress.
A vision in the House of the Undying implies that Jorah Mormont is going to become Cable.
Ser Davos Seaworth, the unassuming former smuggler, is also Loki Odinson.
At the end of Book 2, Tyrion is set up to become Doctor Strange.
Qarth is Latveria.
Gamora turns out to be the result of a Child of the Forest merging with Lyanna Stark. This same setup is also used for Drax and Yondu, who are the result of Children merging with Brandon and Rickard Stark.
The original Vulture was Rhaenys Targaryen (the wife of Aegon), who survived being shot down by the Dornish and created a new life, making a flying suit out of her dragon's bones.
Euron Greyjoy is also Ronan the Accuser, and he transforms Asha into Nebula.
Then after the battle at Hardhome, Euron takes on a new mantle: Carnage.
Judging by the way he joins Daenerys' service, and the other's conspicuous absence, it appears that Deadpool has been merged with Daario.
Catelyn's dream in her first Book 3 POV chapter indicates that she's going to become The Phoenix.
The Sealord of Braavos is Professor X.
Qyburn is Mr. Sinister.
The Lord of Bones is also Brock Rumlow aka Crossbones.
Mantis is the result of a Child of the Forest merging with the spirit of Rhaegar's daughter Rhaenys.
The Direwolf Summer also pulls double duty as Cosmo the Spacedog with the ability to communicate with humans telepathically.
Jaime is turned into Ghost Rider by the Old Gods to serve as their champion.
Robb ultimately becomes Venom, while Roslin becomes She-Venom.
