The tragic lovers share a final embrace while the battle rages on, and she assures him again that he "knows nothing" before she dies. For an episode full of exciting battles and special effects, this tender moment is probably the most haunting moment of it.
9. Shireen's Sacrifice
Shireen got burned at the stake at her father’s order is the definition of misery, especially when she cries to her parents. Even the innocent have to suffer on this show, and only the stoniest of hearts could watch this scene and feel nothing. The act only led Stannis to his own demise, and there was nobody left to mourn him afterwards.