1) The Red Wedding
Nothing tops this one. Even after the beheading of Ned Stark, the Red Wedding was an enormous shock. It’s not just that two of the show’s main characters since the pilot, as well as an emerging character pregnant with one of those leads’ children, are assassinated in The Rains of Castamere. Prior to the Red Wedding, the show seemed to actually be laying the groundwork for these characters’ future.
Robb Stark, the king of the north, has a new wife in Talisa and a child on the way with her; Robb’s just settled old grievances with his mother, Catelyn, one of the show’s key figures; and Robb and his army are preparing for what appears to be a major final assault on his enemies. It was never to be, though: all are brutally massacred by Walder Frey, at the wedding of Edmure Tully.
It’s difficult to imagine any other show having the balls to do something so bold.