4. Catelyn Stark
Another character that just couldn't get a break, poor Catelyn died in similarly tragic circumstances to her son at the infamous Red Wedding. Having lost everything, believing her other sons to be dead and with her daughters missing, the final insult to injury came watching her son, his wife and his men butchered before her very eyes before being finally put out of her misery herself. In a way it was almost a mercy that her pain was finally ending, but just like Robb she died in the most brutal and shocking way possible. For any viewers like me who were still rooting for the Starks as well, it was an excruciating scene to watch as they were viciously murdered, repeatedly. Catelyn therefore definitely deserves to be high up on this list, if not for her actual killing off then definitely for the pain she had to endure throughout the seasons, culminating in one final instance of pure suffering before her own murder.