Dolorous Edd's hilariously understated deadpan reaction to the Wall collapsing.
"Lads. Ladies. It's been good to know you all. And may I take this moment to apologize. If I wasn't here, none of this would have happened."
Black Comedy example: Davos Seaworth is concerned over the continued presence of Freys in White Harbor because they're unaware that not only is he alive, but that he has Rickon Stark with him. So he tells Wylis Manderly, who has already crushed the Lannister fleet that was sent to help the Boltons, about this and he says:
Davos: "My lord of Manderly, the Freys still in White Harbor –"
The opening lines of Tyrion's first chapter when arriving to Meereen, which could be read as a Take That to the almost universally-loathed Meereen Story Arc in A Dance With Dragons
Meereen was the most putrid, festering shitpile of a city that Tyrion Lannister had ever set stunted foot in, and considering that it was up against King's Landing as competition, that was a lofty crown. Once upon a benighted time, he might have thought that this was where whores went – that they'd have to, in this place with the rest of the refuse, the gutters literally running with blood, the dead and dying huddled along alleys and plazas. It was difficult to tell who had happened along in the course of nature and who had been launched over the walls by the Yunkish catapults; they tended to be equally stomach-turning. The bricks baked a visceral red-brown, and flies buzzed like plague. The Volantene fleet was blockading the harbor to all sides, cutting off trade and food. And the sad part is, this is genuinely preferable to the alternative.
Jon Snow, after experiencing a series of nightmares and flashbacks and visions, wakes up, unaccountably, in Ghost
Understandably, all things considered, Jon went slightly mad.
The death of Bowen Marsh. Throughout the events happening at the Wall, Marsh has proven himself to be a misogynistic Dirty Coward whose only claim of accomplishment was killing his Lord Commander. Just as things are going down the drain as the Others are slaughtering everyone there, he comes out of his room and who does he meet? Jon Snow. In that very moment, seeing him alive and apparently unharmed, leaves him passed out stone-cold of dead shock. And Jon Snow moves on without a word, passing it off as yet another man down.
Jaime, whilst being imprisoned for trying to stop the Westerlings execution reflects on the kings he had served, musing that he had "killed a mad one,note Aerys cuckolded a bad one,note Robert and sired one that was both.note Joffrey" He then notes that he still owes Westeros a written apology for the last one.
Olenna Tyrell's reaction to Aegon requesting support from the other Houses for his claim to the Iron Throne. "They tried to marry me to a Targaryen once."
Sandor's reaction to the notion of Littlefinger being left at the mercy of Lady Stoneheart.
Sandor:Littlefinger? Hellfire, you nearly succeeded in making me feel sorry for that whoremonger. Just for a moment, it's gone now.
After Ramsay kills Mance and leaves Winterfell to the wights, Theon goes to the Godswood and desperately seeks Bran for help, his response from the ravens is merely "The dead, the dead, the dead" as the wights begin breaking through.
Theon:This isn't exactly what I meant, Bran.
In chapter 101 Jaime manages to escape some guardsmen after someone empties a chamberpot over their heads, followed by the chamberpot itself.
Chapter 108, Stannis' final words to Davos before blowing the Horn of Dawn.
Stannis: "And mind your fingers, smuggler. If they're hacked off a third time, that would be quite ludicrous."
Chapter 110: Tyrion reflecting on the irony of how the Lannisters now have two dwarfs, counting him and Penny in their family line and how he would have longed to see Tywin's reaction.