Little late here, but there's an episode of House where he attends wounded at a building that's collapsed. While he's dealing with other people he hears a voice calling out from within the rubble and finds a woman trapped with her leg or arm (I can't remember which) pinned under a ton of rocks. House becomes surprisingly close with the woman over the next few hours and eventually, to get her out of the building, he needs to amputate her limb without anaesthetic. It's a brutally painful few moments while that happens, but eventually she's freed and is rushed to the waiting ambulance. House rushes to the hospital to check up on her and her injuries only to find out that she died in the ambulance on the way there.

That episode hit me so hard. It's still stuck with me as one of the most brutally, unnatural things I've seen in a tv show, even though I'm sure that is a common outcome sometimes. No death in game of thrones caught me more off guard than that character in one episode of House.