Game of Thrones: Robb Stark, Talisa Stark (and Her Baby), Catelyn Stark, Robb's Direwolf Grey Wind, and the Bannermen of the North
When: Game of Thrones Season 3, Episode 9, "The Rains of Castamere" was one crazy, shocking, heart-breaking episode with lots and lots of violent deaths: Robb Stark, Talisa Stark (and her unborn child with Robb), Catelyn Stark (R), Robb's direwolf Grey Wind, and the Bannerman of the North.
How: During the infamous Red Wedding of Catelyn's brother, Edmure Tully, to Roslin Frey. The wedding is just a front for a bigger plan to end Robb and the North's rebellion. The death of the Starks and their bannermen is the result of a secret plot devised by Walder Frey and Tywin Lannister.