1. Lady Stoneheart aka murderous, zombie Catelyn Stark.
2. Dany's trip to the House of the Undying.
They definitely messed up the House of the Undying. It would have been super cool to have the actual chapter, including all the prophesies and the undying themselves. I think HBO didn't give that scene the importance it deserved regarding who might be Azor Ahai reincarnated and the "Prince that was Promised." It was just lacking and lame.
3. Jaime and Cersei's falling out.
Jaime finding out Cersei is a massive slag and putting it about for her gains, and him getting really pissed off at her and going off to sort shit out. "She's been fucking Lancel and Kettleblack and Moonboy for all I know!"
4. Daario's multicolor beard.
Daario Nahaaris's (and all the other Tyroshis' now I mention it) multicolored trident-beard!