These guys die in season 3
Spoiler
• Hoster Tully — Catelyn Tully Stark's father dies, leaving her brother Edmure as Lord of Riverrun. (UPDATE: Dead.)
• Lord Commander Jeor Mormont — Killed in a Night's Watch mutiny at Craster's keep. (UPDATE: Dead. Killed in Season 3, Episode 4: "And Now His Watch is Ended.")
• Craster — Killed in the Night's Watch mutiny. (UPDATE: Dead. Killed in Season 3, Episode 4: "And Now His Watch is Ended.")
• Balon Greyjoy — It's mentioned in the book that Balon died while crossing a bridge during a storm, leaving the Iron Islands up for grabs, with many potential heirs.
• King Robb Stark — Many Northmen and Freys die at the Red Wedding, the special name given to the wedding massacre at the Frey's stronghold, during the wedding of Edmure Tully to Roslin Frey. Robb is killed and Catelyn Stark gets her throat slit but she is brought back to life by Thoros of Myr, the red priest who also revived Lord Beric Dondarrion several times. She takes the name Lady Stoneheart and leads the Brotherhood Without Banners. We’re expecting the Red Wedding on Episode 9, "The Rains of Castamere."
• The Hound — Arya leaves him for dead in Saltpans.
• Ygritte — Jon Snow's special lady friend is killed when the wildlings attack The Wall. Jon doesn't kill her, but he is fighting on the side of the Night's Watch against Ygritte and her allies.
• King Joffrey — Yes, finally! This may be held for Season 4, but during Joffrey's wedding to Margaery Tyrell, he is poisoned and dies. Cersei blames Tyrion and Sansa, but they didn't do it.
• Lysa Arryn — Catelyn's sister is killed by Petyr Baelish, aka Littlefinger, when he pushes her out the Moon Door in the Vale.
• Prince Oberyn Martell of Dorne — Oberyn is killed in combat with The Mountain, when acting as Tyrion's champion. The Mountain is severely wounded, but he takes a longer time to die.
• Tywin Lannister — Tyrion is blamed for Joffrey's death, but he didn't do that one. He does do this one, though. He kills his own father while the lion lord is in the bathroom. How embarrassing!
• Shae — Tyrion also kills his "whore" mistress Shae in the books, right before killing his father, but the character of Shae is different on TV, so it's possible they'll change this and keep her alive.