4. Ned kills Sansa's pet wolf/The Hound kills Arya's friend (Episode 2, "The Kingsroad")
Just when you thought it was safe to be small and adorable. When the extravagantly awful Prince Joffrey bullies tomboyish Arya Stark's redheaded peasant pal and gets his ass kicked by Arya and her pet wolf as payback, his queenly mother Cersei and her minions are on some blame-the-victim shit. Joffrey's scarred bodyguard Sandor "The Hound" Clegane goes ginger-hunting, executing the blameless butcher's boy in cold blood. And when Arya's wolf goes missing, the Queen orders her sister Sansa's totally innocent pet to take the fall, prompting their perpetually sad-eyed dad Eddard "Ned" Stark to do the deed himself rather than leave it to one of the Queen's goons. Studies show that it's impossible to watch the killing's excruciating build-up, or to hear the wolf puppy's terrified yelp when Eddard puts it down, without wanting to crawl in a hole somewhere and stay there for the rest of your life.