The death of Jojen Reed. Particularly the part when the Meera discovers just how broken and frail he's become after giving his life energy to Bran in order to become the next three-eyed raven. And then Meera and Hodor are left unable to do anything but to watch helplessly as Jojen dies in front of them, as the Children start to sing about his demise.
As a result of The Wall collapsing, the city of Braavos is sunk by a massive tidal wave, with Arya, Ser Justin Massey and Tysha barely escaping the destruction in time. Those who were not so fortunate to escape however...
"The rest would lie forever among the broken bones of stone, sinking, sinking, sinking. Dear gods, such a long way down."
Cersei trying to rape Jaime in his cell. He's injured, tired, malnourished, and can barely fight her off.
Euron's sacking of the Citadel as he declares himself the champion of the Great Other
"What is it you two are going to do next, pray? When I have the greatest power the world has seen at my back, the Lord of Night and Terror? You think you're going to kill me with those flea bites? The Wall is fallen children. The Lord's servants go where they will. The Citadel and everything in it is now mine. The dragons across the sea, mine as well. And when they have served their purpose, I'll kill them as well, turn them to stone, then have them reborn in service to the Great Other. The flood of ice shall cover the world. The Valyrian horn has been sounded. They are mine."
Every time the Children use the blood of a human to feed the wards. By biting chunks out of them. Poor Sam. . . .
Ramsay drinking a cup of Davos' poisoned blood to attain immortality by turning himself into an Other.
Chapter 99 At the climax of his duel with Robert Strong/Gregor Clegane, Sandor removes the other's helmet in order to strike the final blow...Only to see Robb Stark's head grafted onto Gregor's body instead.
Chapter 105 has the…interesting effect Lightbringer has on Jon Snow.
But it was extremely difficult, just then, to remember why he had to let himself be killed, or do anything apart from exactly what he pleased. He had the dragon, he had the sword; whatever he wanted, it was his. Cut a ruinous red swath through the traitorous Boltons and any hint of their seed, return in triumph to Winterfell, raise its walls high again. Jon Stark, King in the North. But not just the north, the world as well – his blue-eyed soldiers, marching obediently to do his bidding, while he kept Val and any other woman to warm his bed and bear his sons, for no man would refuse him, no man could –
Chapter 111: Lady Stoneheart's execution of Littlefinger. To wit, after Littlefinger pleads with her to spare him, Stoneheart sics Nymeria and Shaggydog, whom Arya and Rickon are warged into at the time, and tears him apart.