Jon Snow: Stabbed to death by traitors of the Night's Watch. But... brought back by Melisandre.
Death: Season 5, episode 10 ("Mother's Mercy")
Resurrection: Season 6, episode 2 ("Home")
Gregor Clegane aka The Mountain: Killed by poison on Oberyn Martell's sword after winning their duel. But... brought back to life (or the undead) by Qyburn.
Death: Season 4, episode 10 ("The Children")
Resurrection: Season 5, episode 2 ("The House of Black and White")
Hodor: Killed by the White Walkers while Bran and Meera escaped.
Death: Season 6, episode 5 ("The Door")
Khal Moro: Burned alive along with all the other khals by Daenerys Targaryen.
Death: Season 6, episode 4 ("Book of the Stranger")
Walda Bolton: Mauled to death by hounds along with her newborn son, on the orders of Ramsay Bolton.
Death: Season 6, episode 2 ("Home")
Trystane Martell: Impaled through the back of the head by Obara Sand.
Death: Season 6, episode 1 ("The Red Woman")
Stannis Baratheon: Killed by Brienne during a siege on Winterfell.
Death: Season 5, episode 10 ("Mother's Mercy")
Selyse Baratheon: Committed suicide after sacrificing her daughter.
Death: Season 5, episode 10 ("Mother's Mercy")
Shireen Baratheon: Burned to death by Melisandre to create blood magic.
Death: Season 5, episode 9 ("The Dance of the Dragons")
Myrcella Baratheon: Kissed by Ellaria Sand, whose lips were coated with poison.
Death: Season 5, episode 10 ("Mother's Mercy")
Sandor Clegane aka The Hound: Thrown down a rocky hill by Brienne of Tarth. Later, Arya Stark found him injured and left him to die. There's a possibility, though, that he survived.
Death: Season 4, episode 10 ("The Children")
Tywin Lannister: Killed by his son Tyrion Lannister with a crossbow.
Death: Season 4, episode 10 ("The Children")
Oberyn Martell: Killed in a duel with Gregor Clegane.
Death: Season 4, episode 8 ("The Mountain and the Viper")
Catelyn Stark: Throat slit by Black Walder during the Red Wedding.
Death: Season 3, episode 9 ("The Rains of Castamere")
Robb Stark: Stabbed in the heart by Roose Bolton during the Red Wedding.
Death: Season 3, episode 9 ("The Rains of Castamere")
Talisa Stark: Stabbed repeatedly by Lothar Frey during the Red Wedding.
Death: Season 3, episode 9 ("The Rains of Castamere")
Renly Baratheon: Assassinated by a magical shadow creature birthed by Melisandre.
Death: Season 2, episode 5 ("The Ghost of Harrenhal")
Khal Drogo: Smothered with a pillow by Daenerys while in a magically-induced vegetative state.
Death: Season 1, episode 10 ("Fire and Blood")