The first of at least a few ASOIAF/Game of Thrones characters missing from the show that I intend to pixel from the books: Lady Stoneheart. I was pretty convinced they were building up toward a reveal for her as the season 6 finale approached but it's looking pretty definite that she will have no presence in the show at this point. She is basically the avatar of vengeance in the books, not necessarily a very interesting character as she's a bit one dimensional but I think the way things are written around her and the way she's described is eerily beautiful and makes for a seriously graphic mental image.