Entertainment. Jun 27, 2016 Courtesy of HBO. Warning: This post contains spoilers for season 6 of Game of Thrones. She is a member of the House Tyrell, the second wealthiest and largest of the eight Great Houses in Westeros.She is twin sister to Loras Tyrell and the granddaughter of Olenna Tyrell.She subsequently appeared in A Storm of Swords (2000), A Feast for Crows (2005), and A Dance with Dragons (2011). Margaery Tyrell Death Game Of Thrones Natalie Dormer. Yes. No, just no. TV Shows • Entertainment • Game of Thrones. Subscribe Now Digital Editions More from TV. I'm … Spoilers: If you don’t want to know what’s going on with Margaery, you’ll probably want to avoid this answer. Game of Thrones on HBO featured a number of dramatic death scenes that did not feature in George RR Martin’s books. … … … In “Game of Thrones”? By Alex Rees. The Margaery Tyrell death changed the course of Game of Thrones forever, but it turns out Natalie Dormer found out in the worst way. written by Erin Donnelly. I'm So F*cking Pissed About Margaery Tyrell's Death on Game of Thrones Last Night . Margaery is first mentioned in A Game of Thrones (1996) and first appears in A Clash of Kings (1998).