9. Penny (Season 3, Episode 8: 'Made to Suffer')
The Governor's daughter! The eye-patched villian refuses to accept that his turned child, Penny, is a lost cause; he keeps her caged up in his evil mancave, feeding her raw meat and brushing her hair (while also removing bits of her scalp). Then Michonne discovers the child and attempts to free her, until she realizes the little girl is, well...she's not doing so hot anymore. Penny bites the dust (a second time), as does whatever humanity the Governor had left. When characters kept walkers as leashed pets, they tended to cut off their arms and jaws; here, the child is the last hope that the undead will eventually return to their old selves. Penny may not be the most gut-wrenching zombie on the show, true. But she is one of the most heartwrenching.