Poor Mya Stone. Murdered by paid assassins on her way to Iron Oaks with Myranda Royce and her father and guards, for no reason other than spite for Jon.
Bran's reaction to being told Jon is a monster. His hesitant inquiry towards Hoster Tully is practically begging for reassurance.
Sandor's last words:
"I only wanted to play with it," you hear yourself whisper "I only wanted to play."
The discovery of Jon's heritage by Robert Baratheon. After all the fear of his reaction, he showed how much he loved Lyanna by adopting Jon as his son and heir. Doubles as a Heartwarming Moment.
The death of Eddard Stark to Skagosi rebels due to Robb's desire to not be outdone by his bastard brother. Not to mention his subsequent transformation in an Other who Robb himself had to put down.
Stannis Baratheon's unwritten letter to his deceased wife and children.
"She gave me Shireen."
And that perhaps, was the finest compliment Stannis could give.
Everything involving Bran's indoctrination and his murder of Arya and her dragon, Snow-shod.
Jon Arryn breaking down after Robin Arryn's death at the hand of the Crimson Sept.
Made worse by his own murder shortly after resigning as Hand.
The deaths by crucifixion of both Stannis Baratheon, Barristan Selmy, and Davos Seaworth. Perhaps it would have been kinder for all if Stannis truly had drowned as the rolls had originally decreed.
The former princess Myrcella in exile. Without any warning she lost her name, her mother, her home, and her brother. Well, maybe that last one isn't a tragedy.
Her family in the West isn't exactly doing better. The adult Lannisters and Freys have been exiled to the Wall, her male cousins forced to become Maesters of the Citadel, and the children of the West have been taken as hostages. Of particular note is the fate of Melesa Crakehall, who lost her husband to the Wall only to be forced to remarry immediately after.
King Robert's off-screen death. After everything he'd been through, the White Walkers killed him and most of the wildlings at Hardhome.
Lysa Tully's grief over her son's death, and that Jon couldn't bring him back. She was so happy when he came to the Eyrie, dragging him into the Stranger's Tower as soon as he arrived, begging him to heal Sweetrobin just like he did so many years ago.
"Please, you must!" she says as she looks up to you, the hope now blatant desperation in her eyes "He's only a boy, my sweet little robin. You can save him, I know you can save him..."
"I'm sorry Lysa, I- I just can't."
And as you say those words again, that desperation turns to panic.
And with panic, she stands, reaching for her son's tombs.
"You'll save him, please-" she shouts as you reach to hold her back, reach to stop her from opening the tomb "I should have never let him go, I should have never let him go-"