In narrative order, including characters who died in the past and are mentioned in context of their deaths -
Waymar Royce
Will
Gared
Aerys Targaryen
Rhaella Targaryen
Willem Darry
Rickard Stark and Brandon Stark
Lyanna Stark
Rhaegar Targaryen
Jon Arryn
Daeron Targaryen
Erryk and Arryk
Balerion, Meraxes, and Vhagar
Mern Gardener
Lady
Mycah
Elia Martell
Hugh of the Vale
Jyck, Kurleket, and Mhor
Chiggen
Wyl, Heward, and Jory Cassel
Martyn Cassel, Theo Wull, Ethan Glover, Mark Ryswell, Willam Dustin, Arthur Dayne, Oswell Whent, and Gerold Hightower
Tregar
Alyssa Arryn
Vardis Egen
Ashara Dayne
Viserys Targaryen
Robert Baratheon
Fat Tom, Varly, and Cayn
Syrio Forel
Hullen and Desmond
Othor and Jafer Flowers
Masha Heddle
Jaremy Rykker
Rhaenys Targaryen
Harren the Black
Khal Ogo and Khal Fogo
Halys Hornwood
Torrhen Karstark, Eddard Karstark, and Daryn Hornwood
Qotho, Quaro, Haggo, and Cohollo
Ulf son of Umar and Conn son of Coratt
Eddard Stark
Jon Stark, Rickard Stark, Theon Stark, Brandon the Shipwright, Brandon the Burner, Rodrik Stark, Torrhen Stark, and Cregan Stark
Septa Mordane
Eroeh
Rhaego and Drogo
Andros Brax
Mirri Maz Duur
Steffon Baratheon and Cassana Estermont
Maester Cressen
Baelor “Breakspear” Targaryen, Valarr Targaryen, Matarys Targaryen, Daeron Targaryen the Second, Aerys Targaryen the First, Maekar Targaryen, Daeron Targaryen the Third, Aerion “the Monstrous” Targaryen, Aegon Targaryen the Fifth, and Jaeharys Targaryen the Second
Barra
Allar Deem
Nissa Nissa
Rodrik Greyjoy and Maron Greyjoy
Doreah
Woth, Dobber, Qyle, and Yoren
Lommy
Chiswyck
Stafford Lannister and Rubert Brax
Gawen Wylde
Renly Baratheon
Stevron Frey
Donella Hornwood
Benfred Tallhart
Todric
Weese
Poul Pemford and Myles
Preston Greenfield, Aron Santagar, and the High Septon
Cortnay Penrose
Alfyn Crowkiller
Leo Lefford
Alebelly
Mikken
Amory Lorch
Septon Chayle
Orell
Bael the Bard
Gelmarr the Grim, Aggar, and Gynir Rednose
Farlen
Jeffory Mallister, Kyle Royce, and Elbert Arryn
Tothmure, Lucan, and Goodwife Harra
Leobald Tallhart, Cley Cerwyn, and Rodrik Cassel
Reek
Red Rolfe, Kenned, and Ulf
Squire Dalbridge
Mandon Moore
Guyard “the Green” Morrigen
Bryce Caron, Bryan Fossoway, and Edwyd Fossoway
Florent Bastard
Ebben
Qhorin Halfhand
Edwyle Stark, Willam Stark, Artos “the Implacable” Stark, Donnor Stark, Beron Stark, Rodwell Stark, and Barth Stark
Edwyn “the Spring King” Stark, Jorah Stark, Jonos Stark, Brandon “the Bad” Stark, Walton “the Moon King” Stark, Edderion “the Bridegroom” Stark, Eyron Stark, Benjen “the Sweet” Stark, Benjen “the Bitter” Stark, and Edrick “Snowbeard” Stark
Poxy Tym, Smiler, and Black Lorren
Maester Luwin
Jacelyn Bywater
Joanna Lannister
Dale, Allard, Matthos, and Maric Seaworth
Luthor Tyrell
Temmo
Thoren Smallwood
Small Paul
Helman Tallhart
The Reynes of Castameres and the Tarbecks of Tarbeck Hall
Tion Frey and Willem Lannister
Rickard Karstark
Cleos Frey
Imry Florent, Monford Velaryon, and Guncer Sunglass
Gorne
Kraznys mo Nakloz and Grazdan
Myles Mooton
Jarl
Symon Silver Tongue
Bannen
Craster and Jeor Mormont
Hoster Tully
Chelsted, Rossart, Belis, and Garigus
Edgar Yronwood
Prendahl na Ghezn and Sallor The Bald
The Bear at Harrenhal
Tristifer Mudd the Fourth and Tristifer Mudd the Fifth
Maelys the Monstrous
Lark the Sisterman, Softfoot, Ryles, and Chett
Robin Flint, Wendel Manderly, Lucas Blackwood, Donnel Locke, Owen Norrey, Dacey Mormont, and Smalljon Umber
Robb Stark, Aegon “Jinglebell” Frey, and Catelyn Stark
Lewyn Martell
Roro “The Blind Bastard” Uhoris
Deaf Dick Follard
Rast, Young Henly, Old Henly, Easy
Styr
Quort and Ygritte
The Seventy-Nine Sentinels
The Night’s King
Oznak zo Pahl
Mero “The Titan’s Bastard”
Joffrey Baratheon
Dontos Hollard
Vargo Hoat
Donal Noye, Spotted Pate, and Mag the Mighty
Robar Royce and Emmon Cuy
Red Alyn of the Rosewood
Lyonel Tyrell
Lormelle Long Lance, Cedrik Storm, and Simon Toyne
The Smiling Knight, Jonothor Darry, and Sumner Crakehall
Oberyn “The Red Viper” Martell
Harma Dogshead
Polliver and the Tickler
Dalla
Shae
Tywin Lannister
Eon Hunter
Lysa Arryn
Petyr “Pimple” Frey
Garse Goodbrook, Tytos Frey, and Grey Wind
Merrett Frey
Pate
Balon Greyjoy
Urrigon Greyjoy and Quellon Greyjoy
Herbert Bolling
Gregor “The Mountain” Clegane
Quenton Hightower
Gwayne Gaunt, Denys Darklyn, Serala Darklyn, Jon Hollard, Robin Hollard, Symon Hollard, and Steffon Hollard
Marillion
Harren Botley and Sawane Botley
The Three Leaves, Alester, and Olyvar the Green Oak
Terrence Toyne and Aemon the Dragonknight
Viserys Targaryen the First
Lorimer the Belly and Cedric Payne
Ben Bushy, Richard Farrow, and Will the Stork
Rolland Darklyn
The Sparrow Dwarf
The High Septon
Nagga and the Grey King
Cragorn
Nimble Dick Crabb
Pyg, Timeon, and Shagwell
Garin the Great
Arys Oakheart
Willam, Owen, and Jon Pox
Talbert Serry
Baelor Blacktyde
The Hound
Humfrey Hewett and Moribald Chester
Balman Stokeworth and Falyse Stokeworth
Maegor the Cruel
Dareon
Maester Aemon
Melara Hetherspoon
Rorge and Ser Goodwin
Biter
Gyles Rosby
Ronnel Arryn, Alys Arryn, Jasper Arryn, and Denys Arryn
Beric Dondarrion
Ryman Frey
Haggon
Orell (Second Life)
Bump
Varamyr Sixskins and Thistle
Ordello
Stalwart Shield
Hazzea
Ollo Lophand
Daemon Blackfyre
Serra
Maester Kedry, Willam Wells, and Cletus Yronwood
Raymun Redbeard and Willam Stark
Manly Stokeworth and Janos Slynt
Urrax and Byron Swann
Alester Florent
Joramun and Rattleshirt
Black Fist, Cetherys, Mossador, Duran, Eladon Goldenhair, Loyal Spear, and Rylona Rhee
Kyra
Ralf Kenning
Dagon Codd and Adrack Humble
Jarmen Buckwell
Horonno
Cleon and Cleon the Second
Myles “Blackheart” Toyne
The Green Grace of Astapor, King Cutthroat, and Queen Whore
Urragon Goodbrother
Hagen, Rolfe the Dwarf, Lorren Longaxe, and Quenton Greyjoy
Vogarro
Oppo “Groat”
Black Jack Bulwer, Hairy Hal, and Garth Greyfeather