Bran's Winterfell Fall
When a lovable kid gets paralyzed early in the story, you know the guy telling tale isn't gonna spare your feelings.
The Beheading of Ned Stark
Ned Stark was setup as the protagonist and moral center of the story. Then out of nowhere, he lost his head.
The Death of Khal Drogo
Khal Drogo was another good guy we were sure would be in it for the long haul. Instead, we all learned a valuable lesson about disinfecting cuts and scrapes.
The Red Wedding
Yeesh...we're beginning to think someone named Stark picked on GRRM in grade school and this whole story is one long revenge fantasy.
Theon Loses His "Favorite Toy"
This is another one where we'd prefer not to go into detail: Theon gets his junk cut off and we hit fast forward when this scene comes up in reruns. Granted, he's not the greatest guy, but what happened to him reeks.
The Mountain Kills The Red Viper
You just had to get cocky, didn't you Oberyn?
...And Tyrion is Found Guilty
Not only did Oberyn get himself killed while trying to avenge his sister, he also got Tyrion sentenced to death for a crime he didn't commit! Justice is hard to come by in Westeros, yet we keep hoping for a hapopy ending.