This seems to define Game of Thrones, as the list of people fitting this trope could go on forever. For the sake of brevity, only the coolest will be listed here. Caveat lector, here there be major spoilers.
- Royals Who Actually Do Something and Prince Charming Rhaegar Targaryen, the complete antithesis to Aerys II, killed many years before the plot starts. Subverted: As of season 7, Rhaeger comes across as a selfish moron, who abandoned his wife and children and cast his country into civil war because he had the hots for Lyanna Stark.
- Syrio Forel, Arya's eccentric yet brilliant sword instructor who trains her in the ways of a warrior and dies (probably) fighting off fully armed and armored goldcloaks with a wooden sword to help Arya escape.
- Ned Stark, a man known for his integrity, honor, and bravery, whose death triggers an all-out civil war.
- Khal Drogo, who planned to conquer Westeros for Daenerys and could actually pull it off.
- Rodrik Cassel, an aging warrior and loyal retainer of House Stark. Executed by Theon Greyjoy in an incredibly painful way, when Theon's lack of talent with a sword results in him botching Rodrik's attempted beheading.
- Yoren, the badass Night's Watch recruiter who saved Arya from becoming a prisoner of the Lannisters and having to watch her father's execution, killed in a fight with half a dozen goldcloaks at the same time.
- Robb Stark, the King in the North who goes undefeated in every battle he ever fights, ultimately loses the war and his life through treachery.
- Oberyn Martell, a charming, highly educated man and a deadly warrior, nicknamed the Red Viper for his habit of using poisoned weapons. Killed off less than a season after his introduction. Many fans didn't want to get attached to him because they feared this trope.
- Mance Rayder, the King-Beyond-the-Wall. A man whose sheer charisma and strength of ideals brought together ninety clans of wildlings for a massive assault on the Wall. One of the few monarchs in the series who truly understands that a king must serve his people and not the other way around. Wins the respect of not just his supporters, but his enemies as well. Killed off in the first episode of Season Five. Especially as he's still alive in the books and is playing a major part in the Northern storyline.
- Ser Barristan Selmy. The ultimate Memetic Badass and Living Legend of Westeros. It took over four full seasons for us to be able to see him in action and although he does indeed prove how much of a badass he is, Surprisingly Realistic Outcome occurs and he gets overwhelmed fighting too many enemies.
- Karsi, the no-nonsense Action Mom and Only Sane Man among the wildlings at Hardhome. Ends up being a Sacrificial Lamb, as We Hardly Knew Ye.
- Maester Aemon Targaryen. The kindest, oldest man in Westeros, an irreplaceable ally to Jon Snow, Sam Tarly, and the Night's Watch, and of all the people on this list, he's the only one to have a relatively gentle death - peacefully dying of old age in his bed while dreaming of his brother.
- Shireen Baratheon, the kind, innocent, intelligent, Wide-Eyed Idealist princess, who bonds with fan-favorite Davos Seaworth and teaches him how to read, brings out some warmth and goodness in her father Stannis and refuses to accept the cruelty of Melisandre's religious fanaticism. She is so precious and good that you just know there's no way they'd let her survive the series. Which they don't, having her die one of the most gut-wrenching deaths ever seen on the show. Heavily overlaps into Too Good for This Sinful Earth.
- While we're on the topic of little princesses: Lyanna Mormont. Determined as she is to take her place in the front line despite her tender age, you know it's going to end badly for her and it does. Her death is almost as horrific as Shireen's but nowhere near as futile, as she takes her gigantic supernatural opponent down with her.
- Stannis Baratheon. By all evidence, he might have made a suitably effective ruler had anyone given him the chance and he wasn't forced down a path of self-destruction, costing him everything in the pursuit of his right to be king. He also proved each time he's been in combat that, if nothing else, he is a true badass. He is so cool that many fans condemn the showrunners for robbing them of the greater, fully-realized character of the books.
- Doran Martell is a Reasonable Authority Figure who refused to get entangled with the war and one of the few likable characters in the widely despised Dorne arc. Killed off unceremoniously by his brother’s lover and his nieces because of his apathy on his siblings’ death.
- Osha, a wilding woman who becomes loyal to the Starks and does everything she can to keep Bran and Rickon safe. Then, Ramsey Bolton stabs her in the throat.
- Blackfish of House Tully, a cuttingly sarcastic, clever, and noble man, last and oldest survivor of House Tully and a hell of a warrior to boot. Killed Offscreen by Frey soldiers when he refuses to abandon Riverrun to the Lannisters, despite knowing that doing so will result in his death.
- The Three-Eyed Raven. A wise and compassionate Greenseer and mentor for Bran Stark, played by the legendary Max von Sydow. Personally killed by the Night's King, along with all the Children of the Forest, when the White Walkers invade his cave.
- Hodor. He’s a big simpleton with a learning disability and he cares about Bran and can pack a mean punch. Then, he holds the door against the wights so Meera could escape while dragging Bran.
- Lady Crane. A kind and friendly commoner whose portrayal of Cersei in "The Bloody Hand" helps bring Arya some degree of catharsis regarding the destruction of her family, and when she helps nurse an injured Arya back to health, the Waif kills her.
- Wun Wun. A big honking giant and veritable One-Man Army firmly on the side of the heroes, who also brings an element of Cool Versus Awesome to the mix in his debut episode, where he kills multiple wights like they were nothing. Countless arrow wounds in the Battle of the Bastards ensure his Death by a Thousand Cuts, but not before he smashes the gates of Winterfell, ensuring the Boltons' final defeat.
- Margaery Tyrell. An incredibly savvy and charismatic player who knows how to use her looks and intelligence to progress incredibly high into power. She's ultimately done in by Cersei Lannister's vicious machinations, dying when the Wildfire laid under the Sept blows up and obliterates her. Even then, Margaery was savvy enough to understand that something like this could happen, and might have avoided her fate if the High Sparrow hadn't stopped her and Loras from exiting the area before the explosion.
- Olenna Tyrell. A wise woman who doesn't give a shit nor takes any shit from anyone and will do anything to protect her family, even if it means poisoning everybody's favorite punching bag, Joffrey. In the end, she faces her death by accepting the poison from Jaime and tells him to tell Cersei that she is the one who killed Joffrey, robbing her of the satisfaction of revenge.
- Thoros of Myr. Wise, kind, holy man, co-leader of the Brotherhood without Banners, and a powerful wizard who wields a Flaming Sword. After many long years of defending the smallfolk of Westeros from the abuses of the Seven Kingdoms, he dies of wounds sustained in a fight with wights, thus becoming the only casualty of Jon Snow's Wight-Hunt beyond the Wall.
- Benjen Stark. Eddard Stark's last surviving brother, Benjen vanishes early on in the show only to return as a magic half-undead who cuts down White Walkers by the dozens with a burning flail. Dies in the same episode as Thoros when rescuing his nephew Jon from a horde of wights, staying behind and standing alone against the horde.
- The Night King. A force of nature and the leader of the White Walkers, the Night King won a lot of fans during 'Hardhome' as he put fear into Jon Snow by raising the wights. Since then, the Night King showed a ruthless streak in getting what he wants, from decimating the abode of the Three-Eyed Raven to breaking down the Wall to invade the Seven Kingdoms. When he seems to have won in 'The Long Night' no thanks to the Hollywood Tactics employed by the heroes and shrugged down dragonfire on his way to kill Bran, Arya comes out of nowhere and stabs the Night King, killing him and ending the threat of the Army of the Dead in one strike. It's under agreement by many fans that the Night King's anti-climactic death at the hands of Arya to avoid the expected (confirmed by Word of God) triggered most of the discontent against the remaining episodes of Season 8, bemoaning that no one hardly knew the Night King's true purpose with him coming more off as a Generic Doomsday Villain just in the way of the heroes, and the fact that he wasn't given a single fight in the series.
