King’s Landing: The murder of Pycelle is certainly inspired by Varys killing Pycelle and Ser Kevan in the novel.
The Twins: The presentation of a pie made of Frey meat is inspired by Lord Manderly doing much the same… but in his case it’s at the wedding feast for Ramsay Bolton and the false Arya Stark. Also, Manderly had two helpings of the pie.
Oldtown: Sam and Gilly arriving at Oldtown is drawn from the final chapter of A Feast for Crows. In particular, the rendition of Oldtown seems like a very good rendition of what Martin describes, particularly the Hightower, which is the tallest structure in the Seven Kingdoms (taller even than the Wall!).
Dorne: “Vengeance. Justice. Fire and Blood” are lines spoken by Prince Doran at the conclusion of the chapter “The Princess in the Tower”. They are very momentous in the novel. Dorne’s allying itself with a Targaryen claimant to the throne is very much a part of the story.
Beyond the Wall: Benjen/Coldhands not being able to cross because of the Wall’s magical defenses is directly drawn from A Storm of Swords, although in that case he was waiting to lead Bran and his companions north to the three-eyed crow rather than delivering Bran and his only surviving companion so they could cross the Wall southward.
Possible Developments in Future Books
King’s Landing: Cersei in a fit of madness proclaiming herself queen after the deaths of her children seems like a reasonable possibility for the character.
The Twins
: Arya Stark having a personal hand in the death of Walder Frey could be a direction the novels go.
Winterfell: Littlefinger’s plans do not seem to actually extend to sitting the Iron Throne personally in the novels—Martin has often remarked, in fact, that the Littlefinger of the show is quite different from his original—but that he might aspire to be the power behind the throne, and that this will be with Sansa’s involvement, seems likely. As to the end of the episode, while the novels have the dangling thread of Robb legitimizing Jon and naming him his heir, we suspect that the outcome may be somewhat different in the novels.
Meereen: Daenerys leaving with her fleet to Westeros is what many readers expect will be the eventual outcome of her time in Essos.
Beyond the Wall: Bran may well use his ability to glimpse into the past through weirwoods to learn about the true parentage of Jon Snow. It’s been very widely speculated—and from nearly the very beginning of the publication of the series—that Jon Snow is the son of Prince Rhaegar and Lyanna Stark.
Entirely Different
King’s Landing: Tommen is not likely to commit suicide in the novels, being a little boy. Kevan is killed by Varys, along with Pycelle.
Meereen: It’s unlikely that Daenerys will part with Daario Naharis in the manner shown on the show, which seems like simple cast reduction on the part of the TV series as it heads towards its final seasons.
The Twins: Lothar and Black Walder are not the victims of the Frey pie—instead, Lord Manderly kills Rhaegar, Jared, and Symond Frey.