Selyse Baratheon
Stannis's stern, sour queen, wholly given over to the red god's fire and rather less devoted to her scarred daughter.
The fuller tale
Selyse of House Florent made the marriage her ambitious family wanted and got nothing she wanted out of it — a husband who did his duty by her with visible reluctance, a court that mocked the Florent ears, a string of cradle griefs, and one living daughter she never learned how to love. The books sketch the wedding's legendary humiliation: it was at Selyse's own wedding feast that Robert deflowered her cousin in the marriage bed meant for Stannis, and the bastard boy that night produced was raised in honor at Storm's End while Selyse's marriage curdled on Dragonstone.
Into that hollow came the fire. Selyse was Melisandre's first and fiercest convert, queen of the queen's men, burning the old gods' septons' idols — and, the tale keeps implying, finding in R'hllor the passion her marriage never held. Her fervor outruns even the red woman's: it is Selyse, in both tellings, who speaks most easily of what the god may ask, and of how little the asking should cost the faithful. Her cruelest failure is the nearest one — a daughter whose scarred face she treats as a rebuke and whose sweetness she reads as weakness, right up to the moment when it is far too late to have been her mother.
The books keep her at Eastwatch and then Castle Black, holding a chilly little court with her fool, her daughter, and her uncle Axell — self-styled the King's Hand — while Stannis campaigns without her, by preference. The show marches her south with the army, to the pyre, and gives her at the last the thing the books have not yet asked of her: a moment where the zealot discovers, with the flames already lit, that she was a mother after all.
The page and the screen
The show's Selyse is the queen's-men faction compressed into one woman — the books spread her fanaticism across a party of lords (Axell Florent chief among them) and keep Selyse herself colder and pettier than the show's tormented believer. The books also add the grotesque poignancy of her situation at the Wall: presiding over Wildling weddings and diplomatic feasts as a queen of nothing, sniffing at everyone the story likes. Her final-season arc is show-only in every particular, because the books' Selyse remains at Castle Black, alive, her daughter beside her — the pyre that defines the show's version has no book counterpart yet, and readers dread the counterpart more than they doubt it.
Where they stand, season by season
Their fate — if death has found them, it is written here. Open at your peril.
The show: Died at Winterfell's ruin (S5·E10)
Stannis's queen, who watched her daughter burn and called it the Lord's will, broke before the march reached Winterfell. They found her hanging from a tree in the snow.
In the show she outlives her daughter by hours. Selyse assents to the burning as the god's will — she has always been quickest to sign the god's invoices — but the sound of Shireen calling for her breaks the zealot where years of grief could not, and she has to be held back from the pyre she blessed. They found her at dawn hanged from a tree at the camp's edge, the god's will apparently having omitted to sustain her. In the published books Selyse is alive at Castle Black with Shireen, her fool, and her little court — a woman the story has parked next to a powder keg, unburned and unbereaved, so far.