Elia Martell

"If the Mountain killed my sister, then your father gave the order."

- Oberyn Martell to Tyrion Lannister

Elia Martell is an unseen character in Game of Thrones. She is deceased when the events of the series begin and is not expected to appear in the series.

Background
Princess Elia was the wife of Prince Rhaegar Targaryen. They had two children; a daughter Rhaenys and a son Aegon. She was born into House Martell in Dorne. She was the younger sister of Prince Doran Martell, the current ruler of Dorne, and an older sister of Prince Oberyn. Her marriage to Prince Rhaegar was arranged by King Aerys II Targaryen and considered an insult by Tywin Lannister, Aerys's Hand of the King, who had proposed his daughter Cersei as a bride for the Prince but was rejected. The marriage was one of the reasons Lord Tywin resigned his post as Hand.

As a teenager, Elia accompanied her brother Oberyn on a visit to Casterly Rock. While there, Elia and Oberyn were eager to see the monster that had just been born. Cersei finally showed them the baby, but the Martell siblings were somewhat disappointed to see that Tyrion was just a baby, and somewhat disturbed by Cersei's already strong hatred of him.

When Robert's Rebellion erupted, Elia was kept in King's Landing by King Aerys to ensure the loyalty of House Martell during the conflict.

Rhaegar was killed in personal combat with Robert Baratheon at the Battle of the Trident. Elia was raped and murdered by Ser Gregor Clegane during the Sack of King's Landing. It is rumoured that he cut her in half with his greatsword. Her two infant children were also murdered.

Season 4
Elia is mentioned many times by her brother Oberyn in his conversations with various members of House Lannister. He tells Cersei that his fifth daughter is named for her, and that he finds it difficult to interact with her as a result.

Upon learning that the Mountain will act as Cersei's champion at Tyrion's trial by combat, Oberyn volunteers to be Tyrion's Champion, hoping he will finally have vengeance for his sister.

During the trial by combat, Oberyn's rage is fueled by his desire for vengeance of his sister's murder. He repeatedly shouts "You raped her! You murdered her! You killed her children!" towards Gregor, in order to make him confess in front of the crowd. This personal vengeance does not work in favor of Oberyn, as he becomes too confident during the fight and makes a mistake, inevitably leading to his brutal death.

In the books
In A Song of Ice and Fire, Elia is also the wife of Rhaegar, and died with her children in the Sack of King's Landing. She was the sister of Princes Doran, the ruling Prince of Dorne, and  Oberyn Martell.

During Robert's Rebellion, Gregor Clegane raped and killed Elia after bashing in her son's head, while his hands were still tainted with the infant's blood. Elia's daughter was killed by Amory Lorch.

Tywin Lannister later admitted to Tyrion that there was no need to kill Elia because "by herself she was nothing" (in contrast to her children). The Mountain killed her simply because Tywin did not tell him to spare her. Tywin doubted if he had mentioned Elia at all, for he had many pressing concerns to worry about at that time, nor did he realize yet what kind of monster the Mountain was. On the other hand, he never punished Gregor for the rape and murder, because that would be an admission of indirect guilt on his part.