Rhaenys Targaryen (daughter of Rhaegar)

Rhaenys Targaryen, is an unseen character in Game of Thrones. She is deceased when the events of the series begin and she is not expected to appear in the series.

Background
Rhaenys Targaryen was the daughter of Prince Rhaegar Targaryen and Elia Martell. She had a younger brother, Aegon. House Targaryen was deposed as the ruling house of Westeros during Robert's Rebellion. Rhaegar was killed during the fighting and Elia and both their children were killed soon afterwards during the Sack of King's Landing.

In the books
In A Song of Ice and Fire, Rhaenys is the daughter of Prince Rhaegar Targaryen and Elia Martell and died in the Sack of King's Landing. Varys talks about her with the imprisoned Eddard Stark as an example of how the innocent suffer in times of uprising. She was four years old and had a small black kitten she named Balerion, after the mighty dragon of Aegon the Conqueror.

After King's Landing was seized by the Lannister forces, she was found by Ser Amory Lorch hiding under the bed of her father Rhaegar. While Gregor Clegane killed her baby brother and mother, Lorch killed Rhaenys by stabbing her about fifty times. Even Tywin considered that deed overly brutal (not the murder itself, but the manner in which it was done). He asked Lorch why killing a four year old girl required so many thrusts, and Lorch answered that she kicked him and would not stop screaming. Tywin commented that if Lorch had half the brain a turnip has, he would have calmed Rhaenys with a few sweet words and used a soft silk pillow to smother her.