Selyse Baratheon
Stannis's stern, sour queen, wholly given over to the red god's fire and rather less devoted to her scarred daughter.
A soul of House Baratheon, born at Brightwater Keep.
The fuller tale
Season Two
Stannis's wife in name and the Lord of Light's the rest of the way, burning the statues of the Seven on the beach at Dragonstone with a fervor her husband can only manage secondhand. She keeps her distance from Shireen, whose face carries the scars of the greyscale that nearly killed her as a baby, as though the girl's survival were an embarrassment rather than a mercy. Whatever marriage she and Stannis have left runs entirely through Melisandre now, and Selyse seems to have made her peace with that, or at least convinced herself she has.
Season Three
Little changes for her at Dragonstone except the arrival of Gendry, whose blood Melisandre wants for a ritual meant to kill three pretender kings, and Selyse watches the leeching with the same fixed devotion she brings to everything the red priestess asks of her. Down the corridor from her own chambers sit jars holding the children she lost before Shireen lived, kept and labeled rather than buried — a private grief she has folded so completely into her faith that it no longer reads as grief at all.
Season Four
She crosses to the Wall with the rest of Stannis's household when his war shifts north, arriving in time to see his cavalry break the wildling siege of Castle Black from the tree line like something out of Melisandre's fire. She is as unmoved by Jon Snow's account of what is coming from beyond the Wall as she is by most things that are not the Lord of Light, and stands at Stannis's shoulder while he weighs a march on Winterfell that will need every sword and horse he has left.
Season Five
The march on Winterfell stalls in the snow, the horses die faster than they can be replaced, and Ramsay's night raid burns what little food is left, and it is in that arithmetic that Melisandre finally gets what she has wanted since Renly's tent — a king's blood, offered willingly, to turn the war. Selyse agrees to the plan in the abstract, the way she agrees to anything Melisandre proposes, and only understands what it means once Shireen is actually being walked to the pyre, screaming for her; she tries to stop it then and is held back by her own husband's men. When the army breaks and the camp empties out, she is found hanging in her own tent, the last of the household with nothing left to believe in.
How it ends for them
On the screen. 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.
Their chapters, book by book
A Dance with Dragons 1 chapter that name them
Where the page and the screen part
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.
Their journey
Where the two tellings send them to the same place the road runs whole; where they part, the screen keeps the left and the books the right.