King’s Landing: Euron’s triumphant entry into the throne room mirrors Eddard Stark doing the same during the Sack of King’s Landing, and Tywin Lannister doing so after the victory on the Blackwater.
Casterly Rock: Tyrion’s secret passage designed to allow prostitutes into Casterly Rock seems inspired by the secret passage from Chataya’s that a past Hand had had made.
Possible Developments in Future Books
Dragonstone: It seems likely that Jon and Dany will eventually meet. Melisandre’s prophecy that both she and Varys will die in Westeros seems like it has potential congruence with the novels. It’s difficult to imagine both of the characters surviving the series, given that Martin has no compunction against killing long-running figures in his novels.
King’s Landing<: Given Tyene is sent to King’s Landing by Prince Doran, it seems possible she may poison some member(s) of the court, and in that case it’s not impossible that Tyene will be captured or killed for her crimes.
Casterly Rock: Martin has promised fans will see Casterly Rock in the novels, although whether it will be the subject of attack remains a question.
Entirely Different
King’s Landing: The show’s take on events with the Dornish are so different from the novels that it’s clear Cersei will not be going out of her way to avenge herself, particularly on Ellaria Sand, who in the novels wants no part in vengeance-seeking. The episode seems explicit in suggesting that the disruption of the slave trade in Essos has not been in the Iron Bank’s interests, which is part of why the bank supports Cersei over Daenerys. This flies in the face of the fact that the Iron Bank of Braavos surely accepts the First Law, which is that slavery is absolutely forbidden; originating as escaped slaves, the Braavosi have gone so far as to force Pentos to give up slavery. While it’s true that the Iron Bank would be incapable of conducting business without its resources being tied up in some fashion with the slave trade—which spanned the western half of the continent—the show suggests that the Iron Bank has direct and deliberate ties to the slave trade, which is simply not in keeping with what the novels describe. It seems improbable that Jaime and Cersei will resume a sexual relationship in the novels.
The Citadel: Greyscale is not so easily cured as shown in the show.
Casterly Rock: The history of the castle—essentially built to its present state by Tywin, and not having had sewers until Tyrion designed them—is completely at odds with A Song of Ice and Fire, where it has been continually excavated and inhabited for millenia.
Highgarden: Highgarden is unlikely to be attacked by the Lannisters in the novels,