- The Stark children's uncle, Benjen, disappears early on in the series, when he leads a ranging beyond the Wall sometime after his nephew Jon Snow joins the Night's Watch. Jon is really itching to do a ranging because he hopes to find his uncle himself, although he never does. A theory that he is the true identity of Coldhands, the mysterious figure guiding Bran Stark and his company during their journey beyond the Wall, has been Jossed by George R. R. Martin himself.
- Forty six years before Benjen Stark disappeared, the infamous Brynden "Bloodraven" Rivers, a bastard son of Aegon IV who served four different Targaryen kings, went missing in a similar ranging beyond the Wall, and is presumed dead due to how long it has been since he was last seen. Unlike Benjen, though, we finally learn about Bloodraven's fate; it turns out that he has joined the Children of the Forest and become the Three-Eyed Crow.
- Tyrek Lannister, a young cousin of Cersei, Jaime, and Tyrion, goes missing during the riots at King's Landing and is presumed dead. Jaime suspects that he might have been abducted and/or killed by Varys, who did not come to the docks to bid off Myrcella Baratheon when she was sent to Dorne.
- Rhaegar, Symond, and Jared Frey disappear en route from White Harbor to Barrowtown while serving as the Freys' envoys to Lord Wyman Manderly. It is popularly believed that Wyman has the three Freys killed and baked into three "pork" pies he serves during Ramsay Bolton's wedding to Jeyne Poole in Winterfell later on. This is revenge for the Freys severely violating sacred hospitality by massacring the Northern army during the Red Wedding; by contrast, Lord Manderly gave the Freys gifts when they left, a traditional formality but also signaling the formal end of guest right protection.
- Alyn "Oakenfist" Velaryon, the presumed bastard son of Laenor Velaryon legitimized during the Dance of the Dragons, disappeared at sea during the reign of Aegon IV.
- Prince Daemon Targaryen was said to have fallen in love with the bastard peasant girl turned dragon rider Nettles. He helped her escape after their affair was found out. He died by jumping off his dragon, Caraxes, and ramming a sword through his nephew Aemond's eye, causing his dragon, Vhagar, to crash into a lake at some speed. Years later, the bodies of Aemond and Vhagar were recovered, but there was no sign of Daemon's. The romantically inclined Westerosi believe Daemon survived, swam to shore, and may have then quietly lived out his life in obscurity along with Nettles. Though there is evidence that Nettles and Sheepstealer survived and lived in the Mountains of the Moon, nothing more is said of Daemon.
- One account says that Prince Lucerys Velaryon survived falling off his dragon during his duel with Prince Aemond, lost his memory and lived as a fisherman for the rest of his life. Other accounts claim that Aemond recovered his body and gouged out his eyes like he promised.
- Virtually everyone who dared to go to the ruins of Valyria never returned to tell their tale. King Tommen II Lannister attempted to plunder the riches of the ruined empire, only to end up going missing alongside the ancestral Valyrian sword of the Lannisters, Brightroar. Seven years before the series begins, Tywin Lannister's younger brother Gerion launched an expedition to reclaim Brightroar. He was last seen in Volantis replacing half of his crew when they deserted him upon learning that he intended to go to Valyria, and his current whereabouts are unknown.
- Lord Harlan Tyrrell, Warden of the South, and his army disappeared on their way to conquer Dorne during the Targaryen Conquest.
- Queen Rhaenys Targaryen, one of Aegon the Conqueror's wives, went down alongside her dragon, Meraxes, during an attempt to conquer Dorne. The Dornish eventually returned Meraxes' skull to Aegon as a peace offering, but they stayed mum about what really happened to Rhaenys, whose death could only be inferred since the Targaryens never recovered her remains. It is implied that the letter Nymor Martell sent to Aegon, which caused him to abruptly halt the conquest of Dorne, held secrets to her ultimate fate.
- Long ago, before the Conquest, King Brandon Stark "The Shipwright" built a huge fleet and he sailed it to the Sunset Sea and never returned. In grief his son, also named Brandon, put his father's remaining ships to the torch. He became Brandon "The Burner" and The North had remained landlocked ever since.
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