Killed by her husband, through the hole in the floor of her own home. Tough way to go.
The Lannisters needed the gold from the Tyrells, and Olenna was the last person standing. Jaime let her die by sipping on some poison. Naturally, she got the last laugh when she revealed that she killed Joffrey.
King Robert Baratheon
And thus the Game of Thrones begins when Robert's loving wife Cersei secures his death by ensuring he over-drinks on a hunt and gets gored by a boar. It's also the beginning of Ned's downfall.
Renly received a full blown supernatural death at the hands of Melisandre's baby smoke monster raising the "anything goes" factor on GoT. He was too soft-hearted to be playing at king, poor dear.
Just when it seemed like Ramsay had won the battle of the bastards, Sansa showed up with some backup, before feeding Ramsey to his dogs. Karma.
Lady the Direwolf
Lady paid the ultimate price for what her sister Nymeria did -- bit Joffrey on the arm to protect Arya (and because Joffrey is an ass). Ned had to put down Sansa's beloved direwolf proving proving our distaste for Joffrey was spot on. Nymeria now runs free.
Wait! There's more Shocking Game of Thrones Deaths! Just click "Next" below: