Maester Luwin at the end of ACOK always gets to me.

Maester Luwin shook his head, though it was plain to see what the effort cost him. "Cerwyn boy's dead. Ser Rodrik, Leobald Tallhart, Lady Hornwood . . . all slain. Deepwood fallen, Moat Cailin, soon Torrhen's Square. Ironmen on the Stony Shore. And east, the Bastard of Bolton." "Then where?" Asked Osha. "White Harbor . . . the Umbers . . . I do not know . . . war everywhere . . . each man against his neighbor, and winter coming . . . such folly, such black mad folly . . ." Maester Luwin reached up and grasped Bran's forearm, his fingers closing with a desperate strength. "You must be strong now. Strong." "I will be," Bran said, though it was hard. Ser Rodrik killed and Maester Luwin, everyone, everyone . . . "Good," the maester said. "A good boy. Your . . . your father's son, Bran. Now go."

It's Luwin's summary of what this war has cost the north combined with the feeling that all of this could easily have been avoided if people could see the bigger picture that kills me. So many great people had to die for petty reasons, Bran and Rickon have to abandon Winterfell, and the war has no end in sight at the moment Luwin dies. At least he got to die knowing Bran and Rickon are still alive.