5. "Baelor" (Season 1, Episode 9)
It was all a big bait and switch, and not just the fact that Ned Stark — ostensibly the show's main character — would die before Season One was over. Even the manner of death was a fake-out. The big question all episode long was whether Ned would sacrifice his honor and take the blame for treason in order to spare his daughters the sight of his execution. He did — and he died anyway. The unfairness of it, reflected in the anguished reactions of Arya and Sansa (played by the fine young actors Maisie Williams and Sophie Turner), was the unkindest cut of all.